+427.3%
CSX vs IAU
+208.2%
+219.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -5.5% | +4.7% | -10.3% | -5.8% |
| 30D | +4.9% | -0.9% | +5.8% | +5.0% |
| 3M | -2.9% | -4.4% | +1.5% | -2.6% |
| 6M | +8.3% | -13.5% | +21.8% | +9.3% |
| YTD | +36.7% | -5.9% | +42.6% | +37.4% |
| 1Y | +41.5% | +1.9% | +39.6% | +41.6% |
| 3Y | +68.6% | +104.1% | -35.4% | +59.9% |
| 5Y | +48.4% | +121.0% | -72.6% | +38.7% |
| All | +427.3% | +208.2% | +219.1% | +427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling