+229.9%
IAU vs CFG
+360.2%
-130.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -1.4% | +3.2% | -4.6% | -1.3% |
| 3M | -4.8% | -9.7% | +4.9% | -5.2% |
| 6M | -12.5% | +3.6% | -16.1% | -12.3% |
| YTD | -4.2% | +14.7% | -18.9% | -3.5% |
| 1Y | +3.1% | +29.6% | -26.5% | +4.4% |
| 3Y | +110.0% | +190.6% | -80.6% | +122.6% |
| 5Y | +123.1% | +67.1% | +56.0% | +130.8% |
| 10Y | +216.7% | +237.0% | -20.3% | +260.6% |
| All | +229.9% | +360.2% | -130.3% | +308.0% |
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