+657.7%
CSGP vs IAU
+793.6%
-136.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +4.0% |
| 7D | +18.3% | -0.3% | +18.6% | +18.3% |
| 30D | +17.8% | -1.9% | +19.7% | +17.8% |
| 3M | +9.3% | -0.4% | +9.7% | +9.3% |
| 6M | -7.9% | -10.1% | +2.2% | -7.9% |
| YTD | -51.5% | -5.9% | -45.6% | -51.6% |
| 1Y | -53.3% | +2.9% | -56.2% | -53.4% |
| 3Y | -57.9% | +102.4% | -160.3% | -58.6% |
| 5Y | -61.3% | +124.0% | -185.3% | -62.1% |
| 10Y | +77.5% | +204.0% | -126.5% | +75.6% |
| All | +657.7% | +793.6% | -136.0% | +624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling