+1,761.1%
CLS vs IAU
+208.6%
+1,552.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.5% |
| 7D | -13.9% | +2.8% | -16.7% | -15.1% |
| 30D | -38.2% | -4.0% | -34.2% | -37.1% |
| 3M | -28.8% | -8.2% | -20.6% | -26.2% |
| 6M | -40.4% | -14.8% | -25.6% | -36.3% |
| YTD | -24.3% | -6.7% | -17.6% | -21.3% |
| 1Y | -35.0% | -2.2% | -32.8% | -33.5% |
| 3Y | +778.7% | +106.7% | +672.0% | +619.0% |
| 5Y | +1,884.8% | +114.8% | +1,770.0% | +1,482.7% |
| 10Y | +1,761.1% | +213.0% | +1,548.1% | +1,338.8% |
| All | +1,761.1% | +208.6% | +1,552.5% | +1,338.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling