+96.3%
CAT vs IAU
+20.0%
+76.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.7% |
| 7D | +5.6% | +0.7% | +4.8% | +5.2% |
| 30D | -2.3% | +0.3% | -2.7% | -2.5% |
| 3M | -10.0% | +0.7% | -10.7% | -10.4% |
| 6M | +21.2% | -15.5% | +36.7% | +27.3% |
| YTD | +44.4% | +1.0% | +43.5% | +43.4% |
| 1Y | +96.3% | +19.6% | +76.7% | +98.4% |
| All | +96.3% | +20.0% | +76.3% | +98.4% |
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