-63.2%
CSGP vs IAU
+120.1%
-183.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.7% |
| 7D | +1.3% | +4.7% | -3.5% | +1.4% |
| 30D | +10.7% | -0.9% | +11.6% | +10.6% |
| 3M | +3.3% | -4.4% | +7.6% | +3.2% |
| 6M | -10.3% | -13.5% | +3.2% | -10.4% |
| YTD | -54.6% | -5.9% | -48.7% | -54.9% |
| 1Y | -54.6% | +1.9% | -56.5% | -55.3% |
| 3Y | -60.3% | +104.1% | -164.4% | -65.5% |
| All | -63.2% | +120.1% | -183.3% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling