+1,508.4%
CLS vs IAU
+793.8%
+714.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -22.2% | +4.7% | -26.9% | -23.2% |
| 30D | -44.4% | -0.9% | -43.5% | -44.2% |
| 3M | -34.3% | -4.4% | -29.9% | -33.5% |
| 6M | -50.1% | -13.5% | -36.6% | -48.2% |
| YTD | -30.1% | -5.9% | -24.2% | -28.6% |
| 1Y | -39.3% | +1.9% | -41.2% | -39.1% |
| 3Y | +732.7% | +104.1% | +628.7% | +629.8% |
| 5Y | +1,777.2% | +121.0% | +1,656.2% | +1,515.0% |
| 10Y | +1,645.6% | +204.1% | +1,441.5% | +1,323.6% |
| All | +1,508.4% | +793.8% | +714.7% | +1,069.0% |
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