+253.6%
IAU vs CFG
+396.4%
-142.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.5% |
| 30D | +4.4% | -3.8% | +8.3% | +4.3% |
| 3M | -1.1% | +11.5% | -12.5% | -0.6% |
| 6M | -13.7% | +19.2% | -32.9% | -13.1% |
| YTD | +2.7% | +23.7% | -21.0% | +3.7% |
| 1Y | +24.6% | +38.8% | -14.2% | +26.6% |
| 3Y | +126.8% | +178.9% | -52.1% | +139.9% |
| 5Y | +139.5% | +101.8% | +37.7% | +150.4% |
| 10Y | +226.3% | +317.3% | -91.0% | +283.8% |
| All | +253.6% | +396.4% | -142.7% | +338.8% |
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