+219.7%
IAU vs CG
+314.7%
-95.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -2.0% | -9.9% | +7.8% | -1.8% |
| 30D | -1.5% | -11.7% | +10.1% | -1.3% |
| 3M | +3.3% | -4.3% | +7.5% | +3.3% |
| 6M | -16.2% | -8.8% | -7.5% | -16.1% |
| YTD | +0.7% | -26.9% | +27.5% | +1.0% |
| 1Y | +19.2% | -35.4% | +54.7% | +19.8% |
| 3Y | +124.4% | +43.0% | +81.4% | +122.9% |
| 5Y | +140.0% | +1.9% | +138.1% | +137.7% |
| All | +219.7% | +314.7% | -95.0% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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