+18.8%
CLF vs GAP
+1.5%
+17.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | -4.5% | +12.0% | +9.1% |
| 30D | -1.2% | +9.0% | -10.2% | -4.6% |
| 3M | -13.4% | +5.0% | -18.4% | -15.2% |
| 6M | +15.4% | -17.8% | +33.2% | +23.2% |
| YTD | -5.9% | -10.4% | +4.5% | -1.8% |
| 1Y | +18.8% | -3.4% | +22.2% | +15.0% |
| All | +18.8% | +1.5% | +17.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling