+238.8%
RCL vs IAU
+139.7%
+99.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -17.3% | +0.3% | -17.7% | -17.4% |
| 3M | -2.8% | +0.7% | -3.5% | -2.9% |
| 6M | -4.4% | -15.5% | +11.1% | -3.2% |
| YTD | -4.2% | +1.0% | -5.1% | -3.1% |
| 1Y | -23.4% | +19.6% | -42.9% | -23.0% |
| 3Y | +179.4% | +125.4% | +53.9% | +160.1% |
| 5Y | +238.8% | +140.7% | +98.0% | +188.8% |
| All | +238.8% | +139.7% | +99.1% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling