+876.7%
IAU vs RL
+1,094.4%
-217.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -7.8% | +12.2% | +4.4% |
| 3M | -1.1% | -4.0% | +2.9% | -1.1% |
| 6M | -13.7% | -1.9% | -11.8% | -13.7% |
| YTD | +2.7% | -0.2% | +2.9% | +2.8% |
| 1Y | +24.6% | +10.7% | +14.0% | +24.8% |
| 3Y | +126.8% | +210.8% | -83.9% | +130.9% |
| 5Y | +139.5% | +238.2% | -98.7% | +144.5% |
| 10Y | +226.3% | +313.4% | -87.1% | +237.2% |
| All | +876.7% | +1,094.4% | -217.7% | +913.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling