-23.4%
CLF vs GAP
+70.6%
-93.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +10.4% | -1.9% | +12.3% | +11.0% |
| 30D | +0.6% | -7.1% | +7.6% | +2.3% |
| 3M | +4.1% | +4.1% | 0.0% | +1.7% |
| 6M | +15.1% | +1.9% | +13.2% | +12.2% |
| YTD | -4.7% | -15.2% | +10.5% | -2.0% |
| 1Y | +20.4% | -10.6% | +31.0% | +21.7% |
| 3Y | -23.4% | +74.6% | -98.0% | -27.8% |
| All | -23.4% | +70.6% | -93.9% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling