+712.5%
CAT vs IAU
+209.6%
+502.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.9% |
| 7D | -2.4% | +4.9% | -7.3% | -3.2% |
| 30D | -25.0% | -1.4% | -23.6% | -24.8% |
| 3M | -28.7% | -4.8% | -23.9% | -28.2% |
| 6M | -33.0% | -12.5% | -20.5% | -31.9% |
| YTD | +5.4% | -4.2% | +9.6% | +6.7% |
| 1Y | +7.3% | +3.1% | +4.1% | +8.1% |
| 3Y | +166.0% | +110.0% | +56.0% | +159.2% |
| 5Y | +210.1% | +123.1% | +87.0% | +199.2% |
| 10Y | +712.5% | +216.7% | +495.8% | +731.3% |
| All | +712.5% | +209.6% | +502.9% | +731.3% |
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