+618.5%
CLF vs GD
+20,112.4%
-19,493.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -10.9% |
| 7D | -21.0% | -3.9% | -17.1% | -18.9% |
| 30D | -8.0% | +8.1% | -16.1% | -12.1% |
| 3M | -10.9% | -6.8% | -4.1% | -7.5% |
| 6M | +5.8% | +3.0% | +2.8% | +4.0% |
| YTD | -15.1% | +7.8% | -22.9% | -19.1% |
| 1Y | +7.2% | +5.8% | +1.4% | +3.3% |
| 3Y | -34.2% | +55.3% | -89.5% | -49.5% |
| 5Y | -49.6% | +96.7% | -146.3% | -65.9% |
| 10Y | +109.9% | +195.4% | -85.5% | +18.4% |
| All | +618.5% | +20,112.4% | -19,493.9% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling