+20.2%
CLF vs GDDY
-11.8%
+32.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.3% | -13.5% | -8.6% |
| 7D | -7.9% | +11.1% | -18.9% | -6.4% |
| 30D | +5.2% | +18.6% | -13.4% | +7.9% |
| 3M | +4.3% | +32.8% | -28.5% | +8.9% |
| 6M | +25.3% | +34.0% | -8.8% | +34.0% |
| YTD | -3.3% | -4.6% | +1.3% | +0.7% |
| 1Y | +20.2% | -12.5% | +32.7% | +28.3% |
| All | +20.2% | -11.8% | +32.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling