-54.6%
CSGP vs IAU
+1.6%
-56.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.8% |
| 7D | +1.3% | +4.7% | -3.5% | +2.0% |
| 30D | +10.7% | -0.9% | +11.6% | +10.5% |
| 3M | +3.3% | -4.4% | +7.6% | +2.6% |
| 6M | -10.3% | -13.5% | +3.2% | -12.1% |
| YTD | -54.6% | -5.9% | -48.7% | -56.3% |
| 1Y | -54.6% | +1.9% | -56.5% | -57.6% |
| All | -54.6% | +1.6% | -56.3% | -57.6% |
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