-51.4%
CLF vs IAU
+120.1%
-171.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -19.6% | +4.7% | -24.3% | -22.1% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -6.3% | -4.4% | -1.9% | -4.1% |
| 6M | +2.8% | -13.5% | +16.3% | +12.0% |
| YTD | -13.7% | -5.9% | -7.8% | -12.5% |
| 1Y | +13.6% | +1.9% | +11.7% | +9.2% |
| 3Y | -34.0% | +104.1% | -138.0% | -57.8% |
| All | -51.4% | +120.1% | -171.5% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling