-24.9%
CLF vs FGI
-74.8%
+49.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -25.2% | +22.0% | -2.7% |
| 7D | +10.4% | -14.4% | +24.8% | +10.7% |
| 30D | +0.6% | -11.8% | +12.3% | +0.7% |
| 3M | +4.1% | -46.2% | +50.4% | +5.3% |
| 6M | +15.1% | +5.2% | +9.9% | +12.9% |
| YTD | -4.7% | +10.5% | -15.3% | -8.7% |
| 1Y | +20.4% | +25.5% | -5.1% | +14.2% |
| 3Y | -23.4% | -16.0% | -7.4% | -29.1% |
| All | -24.9% | -74.8% | +49.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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