+161.2%
IAU vs CG
+351.2%
-189.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | +4.4% | -5.1% | +9.5% | +4.5% |
| 3M | -1.1% | +8.7% | -9.7% | -1.1% |
| 6M | -13.7% | -9.2% | -4.5% | -13.7% |
| YTD | +2.7% | -18.9% | +21.6% | +2.8% |
| 1Y | +24.6% | -25.6% | +50.3% | +24.6% |
| 3Y | +126.8% | +57.3% | +69.6% | +126.5% |
| 5Y | +139.5% | +10.2% | +129.3% | +138.1% |
| 10Y | +226.3% | +364.2% | -138.0% | +236.0% |
| All | +161.2% | +351.2% | -189.9% | +161.1% |
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 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