+1,110.7%
CAT vs IAU
+220.5%
+890.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -6.6% | +4.4% | -11.0% | -7.1% |
| 3M | -13.3% | -1.1% | -12.2% | -13.3% |
| 6M | +11.6% | -13.7% | +25.3% | +13.1% |
| YTD | +42.9% | +2.7% | +40.2% | +43.2% |
| 1Y | +95.4% | +24.6% | +70.8% | +94.3% |
| 3Y | +196.6% | +126.8% | +69.7% | +186.2% |
| 5Y | +321.7% | +139.5% | +182.2% | +303.4% |
| All | +1,110.7% | +220.5% | +890.2% | +1,191.8% |
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 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