+123.1%
IAU vs CFG
+68.3%
+54.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.8% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -1.4% | +3.2% | -4.6% | -1.4% |
| 3M | -4.8% | -9.7% | +4.9% | -4.8% |
| 6M | -12.5% | +3.6% | -16.1% | -12.5% |
| YTD | -4.2% | +14.7% | -18.9% | -4.1% |
| 1Y | +3.1% | +29.6% | -26.5% | +3.5% |
| 3Y | +110.0% | +190.6% | -80.6% | +113.9% |
| 5Y | +123.1% | +67.1% | +56.0% | +119.8% |
| All | +123.1% | +68.3% | +54.7% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling