+183.3%
CAT vs IAU
+120.1%
+63.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -10.3% | +4.7% | -15.0% | -11.6% |
| 30D | -31.2% | -0.9% | -30.3% | -31.0% |
| 3M | -34.7% | -4.4% | -30.3% | -33.9% |
| 6M | -39.5% | -13.5% | -26.0% | -37.2% |
| YTD | -1.7% | -5.9% | +4.2% | +0.1% |
| 1Y | -1.1% | +1.9% | -3.0% | -1.0% |
| 3Y | +143.9% | +104.1% | +39.8% | +101.1% |
| All | +183.3% | +120.1% | +63.1% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling