-14.2%
CLF vs GFI
+304.2%
-318.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.7% | +4.7% | -7.4% | -3.6% |
| 30D | -3.2% | +14.4% | -17.6% | -6.1% |
| 3M | -5.0% | +32.5% | -37.5% | -10.9% |
| 6M | +26.6% | -7.2% | +33.8% | +26.4% |
| YTD | -9.0% | +10.9% | -19.8% | -12.1% |
| 1Y | +11.8% | +35.5% | -23.6% | +5.7% |
| All | -14.2% | +304.2% | -318.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling