+2.3%
CLF vs GDDY
-32.7%
+35.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +2.1% |
| 7D | -3.5% | -3.2% | -0.3% | -3.7% |
| 30D | -1.6% | +6.8% | -8.4% | -0.9% |
| 3M | -12.0% | +30.5% | -42.5% | -9.9% |
| 6M | +30.0% | +13.3% | +16.6% | +32.6% |
| YTD | -9.2% | -21.0% | +11.8% | +4.7% |
| 1Y | +2.3% | -34.0% | +36.3% | +31.6% |
| All | +2.3% | -32.7% | +35.0% | +31.6% |
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