+124.6%
CLF vs GDDY
+207.2%
-82.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.3% |
| 7D | -3.5% | -3.2% | -0.3% | -2.5% |
| 30D | -1.6% | +6.8% | -8.4% | -4.7% |
| 3M | -12.0% | +30.5% | -42.5% | -23.3% |
| 6M | +30.0% | +13.3% | +16.6% | +18.0% |
| YTD | -9.2% | -21.0% | +11.8% | -4.9% |
| 1Y | +2.3% | -34.0% | +36.3% | +16.3% |
| 3Y | -14.4% | +33.1% | -47.5% | -32.6% |
| 5Y | -48.3% | +30.3% | -78.7% | -59.8% |
| All | +124.6% | +207.2% | -82.6% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling