-20.8%
CLF vs IAU
+98.8%
-119.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.1% |
| 7D | +16.0% | -5.5% | +21.4% | +19.6% |
| 30D | +1.6% | -7.0% | +8.6% | +5.6% |
| 3M | +6.7% | -12.3% | +19.0% | +14.9% |
| 6M | +21.1% | -17.9% | +39.1% | +35.8% |
| YTD | -1.6% | -10.3% | +8.7% | +1.9% |
| 1Y | +18.5% | -7.9% | +26.4% | +20.4% |
| All | -20.8% | +98.8% | -119.6% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling