-17.5%
CLF vs GD
+68.4%
-85.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.9% |
| 7D | +7.6% | -5.3% | +12.8% | +11.2% |
| 30D | -1.2% | -6.4% | +5.2% | +2.8% |
| 3M | -13.4% | +5.7% | -19.1% | -16.1% |
| 6M | +15.4% | -0.9% | +16.4% | +16.4% |
| YTD | -5.9% | +8.2% | -14.0% | -10.2% |
| 1Y | +18.8% | +13.4% | +5.4% | +10.0% |
| All | -17.5% | +68.4% | -85.9% | -35.2% |
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 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