+221.2%
IAU vs CLBK
+65.5%
+155.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.0% | -1.5% | -0.6% | -2.0% |
| 30D | -1.5% | -1.0% | -0.5% | -1.5% |
| 3M | +3.3% | +22.9% | -19.7% | +3.5% |
| 6M | -16.2% | +44.2% | -60.4% | -15.8% |
| YTD | +0.7% | +64.0% | -63.3% | +1.4% |
| 1Y | +19.2% | +65.7% | -46.4% | +20.2% |
| 3Y | +124.4% | +54.1% | +70.4% | +126.4% |
| 5Y | +140.0% | +44.7% | +95.3% | +142.1% |
| All | +221.2% | +65.5% | +155.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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