+2,058.9%
CAT vs IAU
+793.8%
+1,265.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -10.3% | +4.7% | -15.0% | -11.1% |
| 30D | -31.2% | -0.9% | -30.3% | -31.1% |
| 3M | -34.7% | -4.4% | -30.3% | -34.2% |
| 6M | -39.5% | -13.5% | -26.0% | -38.0% |
| YTD | -1.7% | -5.9% | +4.2% | -0.7% |
| 1Y | -1.1% | +1.9% | -3.0% | -1.3% |
| 3Y | +143.9% | +104.1% | +39.8% | +118.3% |
| 5Y | +194.8% | +121.0% | +73.8% | +159.9% |
| 10Y | +739.8% | +204.1% | +535.7% | +598.0% |
| All | +2,058.9% | +793.8% | +1,265.1% | +1,394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling