+62.6%
CSGP vs IAU
+209.9%
-147.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.2% |
| 7D | -7.1% | -2.0% | -5.1% | -7.0% |
| 30D | +3.6% | -4.4% | +8.1% | +3.7% |
| 3M | -2.7% | -8.9% | +6.2% | -2.5% |
| 6M | -8.0% | -15.9% | +7.9% | -7.5% |
| YTD | -55.0% | -7.8% | -47.2% | -55.2% |
| 1Y | -55.8% | -3.8% | -52.0% | -56.2% |
| 3Y | -62.0% | +104.3% | -166.3% | -66.4% |
| 5Y | -62.9% | +111.2% | -174.1% | -67.8% |
| 10Y | +62.6% | +216.4% | -153.8% | +47.4% |
| All | +62.6% | +209.9% | -147.3% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling