+4,100.0%
CMG vs IAU
+650.3%
+3,449.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +7.1% | +4.4% | +2.7% | +6.8% |
| 3M | +31.2% | -1.1% | +32.2% | +31.1% |
| 6M | +0.7% | -13.7% | +14.4% | +1.6% |
| YTD | -0.1% | +2.7% | -2.8% | -0.5% |
| 1Y | -10.7% | +24.6% | -35.4% | -12.3% |
| 3Y | -4.7% | +126.8% | -131.5% | -10.8% |
| 5Y | -3.8% | +139.5% | -143.2% | -10.6% |
| 10Y | +352.5% | +226.3% | +126.2% | +316.2% |
| All | +4,100.0% | +650.3% | +3,449.7% | +2,752.0% |
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