-1.3%
CLF vs IAU
+875.8%
-877.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | -0.5% | +8.1% | +7.9% |
| 30D | -1.2% | +4.4% | -5.6% | -3.9% |
| 3M | -13.4% | -1.1% | -12.3% | -13.0% |
| 6M | +15.4% | -13.7% | +29.1% | +25.4% |
| YTD | -5.9% | +2.7% | -8.6% | -8.5% |
| 1Y | +18.8% | +24.6% | -5.8% | +4.1% |
| 3Y | -19.4% | +126.8% | -146.3% | -50.7% |
| 5Y | -47.7% | +139.5% | -187.2% | -69.2% |
| 10Y | +130.4% | +226.3% | -95.9% | +8.7% |
| All | -1.3% | +875.8% | -877.1% | -79.3% |
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