+674.0%
CAT vs IAU
+208.6%
+465.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.0% |
| 7D | -6.3% | +2.8% | -9.1% | -6.7% |
| 30D | -26.8% | -4.0% | -22.8% | -26.3% |
| 3M | -30.0% | -8.2% | -21.8% | -29.1% |
| 6M | -34.6% | -14.8% | -19.8% | -33.2% |
| YTD | +2.9% | -6.7% | +9.6% | +4.6% |
| 1Y | +3.3% | -2.2% | +5.5% | +4.7% |
| 3Y | +153.7% | +106.7% | +47.0% | +147.7% |
| 5Y | +207.3% | +114.8% | +92.5% | +196.8% |
| 10Y | +674.0% | +213.0% | +461.0% | +702.2% |
| All | +674.0% | +208.6% | +465.4% | +702.2% |
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