+128.3%
IAU vs CG
+282.0%
-153.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -5.4% | +11.2% | -16.6% | -5.5% |
| 3M | -10.9% | -22.1% | +11.2% | -10.7% |
| 6M | -17.4% | -17.9% | +0.6% | -17.3% |
| YTD | -10.2% | -31.3% | +21.1% | -10.1% |
| 1Y | -7.1% | -24.0% | +16.9% | -6.9% |
| 3Y | +97.7% | +45.0% | +52.8% | +97.8% |
| 5Y | +105.3% | -22.6% | +127.9% | +104.0% |
| 10Y | +208.0% | +282.1% | -74.1% | +217.5% |
| All | +128.3% | +282.0% | -153.7% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling