-9.5%
CLF vs IAU
+793.8%
-803.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -19.6% | +4.7% | -24.3% | -22.0% |
| 30D | -5.0% | -0.9% | -4.1% | -4.9% |
| 3M | -6.3% | -4.4% | -1.9% | -4.3% |
| 6M | +2.8% | -13.5% | +16.3% | +11.5% |
| YTD | -13.7% | -5.9% | -7.8% | -11.9% |
| 1Y | +13.6% | +1.9% | +11.7% | +10.7% |
| 3Y | -34.0% | +104.1% | -138.0% | -57.1% |
| 5Y | -48.7% | +121.0% | -169.8% | -68.4% |
| 10Y | +113.4% | +204.1% | -90.6% | +4.4% |
| All | -9.5% | +793.8% | -803.3% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling