+4.0%
CLF vs GFI
+29.0%
-24.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | -3.7% | -5.1% | +1.5% | -2.0% |
| 30D | -4.7% | +13.4% | -18.1% | -9.1% |
| 3M | -4.7% | +36.2% | -40.9% | -15.6% |
| 6M | +24.0% | -9.8% | +33.8% | +25.6% |
| YTD | -10.9% | +7.7% | -18.6% | -17.5% |
| 1Y | +4.0% | +27.2% | -23.1% | -7.3% |
| All | +4.0% | +29.0% | -24.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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