+127.1%
IAU vs CAG
-37.6%
+164.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.2% | -6.6% | +6.8% | +0.4% |
| 30D | +0.2% | +2.3% | -2.1% | +0.2% |
| 3M | +3.3% | +16.3% | -13.0% | +2.8% |
| 6M | -14.6% | -16.0% | +1.5% | -14.0% |
| YTD | +1.9% | -7.7% | +9.6% | +2.5% |
| 1Y | +20.9% | -16.0% | +36.9% | +21.8% |
| All | +127.1% | -37.6% | +164.7% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling