+217.5%
IAU vs CFG
+362.1%
-144.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -4.4% | +3.1% | -7.6% | -4.3% |
| 3M | -8.9% | -9.7% | +0.8% | -9.3% |
| 6M | -15.9% | +6.7% | -22.6% | -15.7% |
| YTD | -7.8% | +15.2% | -22.9% | -7.1% |
| 1Y | -3.8% | +28.8% | -32.5% | -2.6% |
| 3Y | +104.3% | +190.1% | -85.7% | +116.6% |
| 5Y | +111.2% | +63.4% | +47.8% | +118.2% |
| 10Y | +216.4% | +219.8% | -3.3% | +256.1% |
| All | +217.5% | +362.1% | -144.6% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling