+222.8%
IAU vs CFG
+308.1%
-85.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +0.2% | -4.5% | +4.8% | +0.1% |
| 3M | +3.3% | +6.3% | -3.0% | +3.4% |
| 6M | -14.6% | +20.6% | -35.2% | -14.1% |
| YTD | +1.9% | +21.2% | -19.4% | +2.4% |
| 1Y | +20.9% | +38.2% | -17.3% | +22.1% |
| 3Y | +127.5% | +185.9% | -58.4% | +135.9% |
| 5Y | +141.9% | +97.0% | +44.9% | +148.6% |
| 10Y | +222.8% | +306.8% | -84.1% | +258.9% |
| All | +222.8% | +308.1% | -85.4% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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