+116.3%
CLF vs GAP
+34.2%
+82.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.5% | +1.7% | +4.8% | +5.8% |
| 30D | +0.2% | +9.3% | -9.1% | -3.7% |
| 3M | -3.1% | +6.1% | -9.2% | -6.1% |
| 6M | +25.0% | -2.3% | +27.3% | +23.5% |
| YTD | -7.5% | -10.6% | +3.1% | -5.6% |
| 1Y | +11.5% | -4.4% | +16.0% | +10.3% |
| 3Y | -13.7% | +118.3% | -132.0% | -44.2% |
| 5Y | -47.0% | +12.2% | -59.2% | -59.3% |
| 10Y | +116.3% | +33.7% | +82.6% | +20.6% |
| All | +116.3% | +34.2% | +82.1% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling