+752.5%
IAU vs RRC
+288.9%
+463.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -5.5% | +2.5% | -8.0% | -5.6% |
| 30D | -7.0% | +21.1% | -28.1% | -7.7% |
| 3M | -12.3% | +28.4% | -40.7% | -13.2% |
| 6M | -17.9% | +26.5% | -44.4% | -18.8% |
| YTD | -10.3% | +47.0% | -57.3% | -11.9% |
| 1Y | -7.9% | +35.2% | -43.1% | -9.2% |
| 3Y | +98.7% | +61.0% | +37.7% | +93.7% |
| 5Y | +105.0% | +133.6% | -28.6% | +95.0% |
| 10Y | +207.7% | +72.1% | +135.6% | +195.3% |
| All | +752.5% | +288.9% | +463.6% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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