+73.3%
CSGP vs IAU
+210.7%
-137.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.6% |
| 7D | +13.9% | +1.9% | +12.0% | +13.8% |
| 30D | +16.0% | -1.7% | +17.7% | +16.0% |
| 3M | +6.1% | -3.6% | +9.7% | +6.2% |
| 6M | -8.2% | -10.1% | +2.0% | -7.8% |
| YTD | -52.3% | -5.1% | -47.2% | -52.6% |
| 1Y | -54.5% | +2.6% | -57.1% | -55.1% |
| 3Y | -58.6% | +104.1% | -162.7% | -63.2% |
| 5Y | -61.5% | +122.8% | -184.3% | -66.7% |
| All | +73.3% | +210.7% | -137.4% | +55.5% |
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