-26.0%
CLF vs GD
+59.0%
-85.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.6% | -6.6% | -7.6% |
| 7D | -7.9% | +3.0% | -10.9% | -9.4% |
| 30D | +5.2% | +10.5% | -5.3% | -1.5% |
| 3M | +4.3% | -5.0% | +9.3% | +7.6% |
| 6M | +25.3% | +5.5% | +19.8% | +20.9% |
| YTD | -3.3% | +10.3% | -13.7% | -9.5% |
| 1Y | +20.2% | +8.2% | +12.1% | +14.1% |
| All | -26.0% | +59.0% | -85.1% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling