+618.8%
CSGP vs IAU
+875.8%
-256.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | -4.1% | -0.5% | -3.6% | -4.1% |
| 30D | +2.3% | +4.4% | -2.1% | +2.3% |
| 3M | -8.2% | -1.1% | -7.1% | -8.1% |
| 6M | -35.1% | -13.7% | -21.3% | -35.0% |
| YTD | -54.0% | +2.7% | -56.8% | -54.1% |
| 1Y | -65.3% | +24.6% | -89.9% | -65.5% |
| 3Y | -62.6% | +126.8% | -189.4% | -63.2% |
| 5Y | -64.8% | +139.5% | -204.3% | -65.5% |
| 10Y | +45.1% | +226.3% | -181.2% | +43.5% |
| All | +618.8% | +875.8% | -256.9% | +587.7% |
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