+165.4%
CLF vs GDDY
+368.0%
-202.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -2.7% | -8.1% | +5.5% | -0.2% |
| 30D | -3.2% | +2.3% | -5.5% | -4.5% |
| 3M | -5.0% | +14.7% | -19.7% | -11.7% |
| 6M | +26.6% | +2.1% | +24.5% | +21.1% |
| YTD | -9.0% | -24.6% | +15.6% | -4.0% |
| 1Y | +11.8% | -37.1% | +49.0% | +26.1% |
| 3Y | -15.1% | +25.5% | -40.6% | -27.7% |
| 5Y | -48.2% | +24.2% | -72.4% | -56.3% |
| 10Y | +127.6% | +191.6% | -64.0% | +56.6% |
| All | +165.4% | +368.0% | -202.6% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling