-53.5%
CSGP vs IAU
+1.0%
-54.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.5% |
| 7D | -1.8% | +4.9% | -6.7% | -1.1% |
| 30D | +5.3% | -1.4% | +6.7% | +5.0% |
| 3M | +3.3% | -4.8% | +8.1% | +2.5% |
| 6M | -4.7% | -12.5% | +7.8% | -6.5% |
| YTD | -53.5% | -4.2% | -49.4% | -55.4% |
| All | -53.5% | +1.0% | -54.6% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling