+141.9%
IAU vs CAG
-41.8%
+183.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.2% | -6.6% | +6.8% | +0.3% |
| 30D | +0.2% | +2.3% | -2.1% | +0.2% |
| 3M | +3.3% | +16.3% | -13.0% | +3.0% |
| 6M | -14.6% | -16.0% | +1.5% | -14.2% |
| YTD | +1.9% | -7.7% | +9.6% | +2.3% |
| 1Y | +20.9% | -16.0% | +36.9% | +21.4% |
| 3Y | +127.5% | -37.7% | +165.2% | +128.3% |
| 5Y | +141.9% | -41.2% | +183.1% | +145.8% |
| All | +141.9% | -41.8% | +183.7% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling