+67.3%
CSGP vs IAU
+209.6%
-142.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.2% |
| 7D | -1.8% | +4.9% | -6.7% | -1.9% |
| 30D | +5.3% | -1.4% | +6.7% | +5.3% |
| 3M | +3.3% | -4.8% | +8.1% | +3.4% |
| 6M | -4.7% | -12.5% | +7.8% | -4.2% |
| YTD | -53.5% | -4.2% | -49.4% | -53.8% |
| 1Y | -53.7% | +3.1% | -56.8% | -54.4% |
| 3Y | -59.7% | +110.0% | -169.7% | -64.4% |
| 5Y | -62.5% | +123.1% | -185.5% | -67.5% |
| 10Y | +67.3% | +216.7% | -149.4% | +50.5% |
| All | +67.3% | +209.6% | -142.4% | +50.5% |
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 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