+1,914.6%
CLS vs IAU
+210.9%
+1,703.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | -4.6% | +20.9% | +18.5% |
| 30D | -25.7% | -5.4% | -20.2% | -24.0% |
| 3M | -30.9% | -10.9% | -20.0% | -27.5% |
| 6M | -35.5% | -17.4% | -18.1% | -30.3% |
| YTD | -18.7% | -10.2% | -8.5% | -14.2% |
| 1Y | -17.9% | -7.1% | -10.8% | -14.4% |
| 3Y | +838.1% | +97.7% | +740.4% | +680.3% |
| 5Y | +1,971.9% | +105.3% | +1,866.6% | +1,579.3% |
| All | +1,914.6% | +210.9% | +1,703.7% | +1,470.4% |
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