+126.4%
CLF vs GD
+190.3%
-63.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.4% |
| 7D | +7.6% | -5.3% | +12.8% | +12.8% |
| 30D | -1.2% | -6.4% | +5.2% | +4.6% |
| 3M | -13.4% | +5.7% | -19.1% | -17.7% |
| 6M | +15.4% | -0.9% | +16.4% | +15.6% |
| YTD | -5.9% | +8.2% | -14.0% | -13.5% |
| 1Y | +18.8% | +13.4% | +5.4% | +4.4% |
| 3Y | -19.4% | +68.5% | -87.9% | -53.2% |
| 5Y | -47.7% | +97.2% | -144.9% | -74.0% |
| All | +126.4% | +190.3% | -63.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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