+753.6%
IAU vs CAG
+42.8%
+710.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -10.9% | -3.2% | -7.7% | -10.9% |
| 6M | -17.4% | +7.0% | -24.3% | -17.4% |
| YTD | -10.2% | -9.0% | -1.2% | -10.1% |
| 1Y | -7.1% | -9.6% | +2.6% | -6.9% |
| 3Y | +97.7% | -36.0% | +133.7% | +98.4% |
| 5Y | +105.3% | -40.9% | +146.2% | +106.1% |
| 10Y | +208.0% | -37.3% | +245.3% | +209.8% |
| All | +753.6% | +42.8% | +710.8% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling