+3.3%
CAT vs IAU
-1.6%
+4.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.3% |
| 7D | -6.3% | +2.8% | -9.1% | -7.4% |
| 30D | -26.8% | -4.0% | -22.8% | -25.5% |
| 3M | -30.0% | -8.2% | -21.8% | -27.7% |
| 6M | -34.6% | -14.8% | -19.8% | -30.7% |
| YTD | +2.9% | -6.7% | +9.6% | +5.7% |
| 1Y | +3.3% | -2.2% | +5.5% | +4.2% |
| All | +3.3% | -1.6% | +4.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling