+210.3%
IAU vs CFG
+214.3%
-4.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | +1.6% | -7.1% | -5.4% |
| 30D | -7.0% | +3.3% | -10.3% | -6.9% |
| 3M | -12.3% | -11.5% | -0.7% | -12.5% |
| 6M | -17.9% | +6.2% | -24.2% | -17.8% |
| YTD | -10.3% | +14.3% | -24.6% | -10.0% |
| 1Y | -7.9% | +26.7% | -34.6% | -7.3% |
| 3Y | +98.7% | +187.8% | -89.1% | +105.7% |
| 5Y | +105.0% | +61.3% | +43.7% | +109.0% |
| All | +210.3% | +214.3% | -4.0% | +241.3% |
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