+700.3%
CAT vs IAU
+209.9%
+490.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.1% | +3.1% |
| 7D | +1.7% | -2.0% | +3.7% | +2.1% |
| 30D | -24.6% | -4.4% | -20.1% | -24.0% |
| 3M | -28.5% | -8.9% | -19.6% | -27.5% |
| 6M | -34.8% | -15.9% | -18.9% | -33.3% |
| YTD | +5.9% | -7.8% | +13.7% | +7.8% |
| 1Y | +6.8% | -3.8% | +10.6% | +8.5% |
| 3Y | +161.1% | +104.3% | +56.7% | +155.6% |
| 5Y | +213.4% | +111.2% | +102.2% | +203.2% |
| 10Y | +700.3% | +216.4% | +483.9% | +733.2% |
| All | +700.3% | +209.9% | +490.4% | +733.2% |
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