+210.7%
IAU vs CAG
-37.3%
+247.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.6% | -3.3% | -1.2% | -4.5% |
| 30D | -5.4% | +7.7% | -13.1% | -5.6% |
| 3M | -10.9% | -3.2% | -7.7% | -10.8% |
| 6M | -17.4% | +7.0% | -24.3% | -17.5% |
| YTD | -10.2% | -9.0% | -1.2% | -10.0% |
| 1Y | -7.1% | -9.6% | +2.6% | -6.8% |
| 3Y | +97.7% | -36.0% | +133.7% | +99.2% |
| 5Y | +105.3% | -40.9% | +146.2% | +107.0% |
| All | +210.7% | -37.3% | +247.9% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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