+287.5%
CAH vs IAU
+220.2%
+67.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.6% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | +0.2% | -1.5% | +1.7% | +0.2% |
| 3M | +6.3% | +3.3% | +3.0% | +6.3% |
| 6M | +9.4% | -16.2% | +25.6% | +9.7% |
| YTD | +15.0% | +0.7% | +14.3% | +14.6% |
| 1Y | +55.4% | +19.2% | +36.2% | +54.2% |
| 3Y | +173.8% | +124.4% | +49.4% | +168.6% |
| 5Y | +395.2% | +140.0% | +255.2% | +383.5% |
| All | +287.5% | +220.2% | +67.3% | +275.3% |
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