+330.2%
RCL vs IAU
+210.5%
+119.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -3.7% |
| 7D | -0.2% | -5.5% | +5.2% | +0.2% |
| 30D | +14.4% | -7.0% | +21.4% | +15.0% |
| 3M | +5.2% | -12.3% | +17.4% | +6.1% |
| 6M | +26.1% | -17.9% | +44.1% | +27.5% |
| YTD | +17.4% | -10.3% | +27.7% | +19.3% |
| 1Y | +24.7% | -7.9% | +32.6% | +26.8% |
| 3Y | +250.9% | +98.7% | +152.3% | +255.8% |
| 5Y | +293.8% | +105.0% | +188.8% | +292.7% |
| All | +330.2% | +210.5% | +119.7% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling