+99.7%
CLF vs IAU
+208.2%
-108.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -19.6% | +4.7% | -24.3% | -21.4% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -6.3% | -4.4% | -1.9% | -4.7% |
| 6M | +2.8% | -13.5% | +16.3% | +9.2% |
| YTD | -13.7% | -5.9% | -7.8% | -11.8% |
| 1Y | +13.6% | +1.9% | +11.7% | +12.6% |
| 3Y | -34.0% | +104.1% | -138.0% | -46.5% |
| 5Y | -48.7% | +121.0% | -169.8% | -60.0% |
| All | +99.7% | +208.2% | -108.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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