-16.0%
CLF vs GDDY
+28.5%
-44.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.5% |
| 7D | -3.7% | -7.0% | +3.3% | -2.9% |
| 30D | -4.7% | +6.2% | -10.9% | -5.6% |
| 3M | -4.7% | +20.0% | -24.7% | -8.3% |
| 6M | +24.0% | +6.8% | +17.2% | +21.6% |
| YTD | -10.9% | -22.3% | +11.4% | -3.8% |
| 1Y | +4.0% | -33.5% | +37.6% | +18.8% |
| All | -16.0% | +28.5% | -44.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling