+99.7%
CLF vs AG
+89.9%
+9.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -19.6% | +6.3% | -25.9% | -20.9% |
| 30D | -5.0% | -8.9% | +4.0% | -3.2% |
| 3M | -6.3% | -12.2% | +5.9% | -4.4% |
| 6M | +2.8% | -28.3% | +31.1% | +9.2% |
| YTD | -13.7% | -8.8% | -4.9% | -15.5% |
| 1Y | +13.6% | +39.4% | -25.8% | +0.2% |
| 3Y | -34.0% | +229.4% | -263.4% | -54.3% |
| 5Y | -48.7% | +14.5% | -63.3% | -57.6% |
| All | +99.7% | +89.9% | +9.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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