-61.9%
CSGP vs IAU
+105.5%
-167.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -3.0% |
| 7D | -3.2% | +2.8% | -6.0% | -3.0% |
| 30D | +2.2% | -4.0% | +6.2% | +2.0% |
| 3M | -3.7% | -8.2% | +4.6% | -4.1% |
| 6M | -7.4% | -14.8% | +7.3% | -8.0% |
| YTD | -54.9% | -6.7% | -48.2% | -55.4% |
| 1Y | -54.9% | -2.2% | -52.7% | -55.5% |
| 3Y | -61.9% | +106.7% | -168.6% | -71.5% |
| All | -61.9% | +105.5% | -167.5% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling