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  • CLS vs IAU✓SelectedUSD · IAUCLS vs IAU performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs IAU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
IAU return
+221.5%
Excess return
+2,816.8%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioIAUExcessAlpha
1D+1.1%+0.9%+0.2%+0.7%
7D+20.1%+0.2%+19.9%+20.0%
30D+6.0%+0.2%+5.8%+6.0%
3M-10.3%+3.3%-13.6%-11.5%
6M+24.5%-14.6%+39.1%+31.7%
YTD+12.9%+1.9%+11.0%+13.0%
1Y+36.7%+20.9%+15.8%+30.0%
3Y+1,328.1%+127.5%+1,200.6%+1,023.5%
5Y+3,682.3%+141.9%+3,540.4%+2,788.8%
10Y+3,038.3%+222.8%+2,815.5%+2,282.7%
All+3,038.3%+221.5%+2,816.8%+2,282.7%

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 2016-09-09 to 2026-09-09: 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling