-46.6%
CLF vs GFI
+524.1%
-570.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | -3.5% | -4.9% | +1.3% | -2.5% |
| 30D | -1.6% | +10.7% | -12.3% | -4.1% |
| 3M | -12.0% | +25.6% | -37.7% | -17.1% |
| 6M | +30.0% | -8.3% | +38.2% | +30.6% |
| YTD | -9.2% | +6.3% | -15.5% | -12.1% |
| 1Y | +2.3% | +22.1% | -19.8% | -3.8% |
| 3Y | -14.4% | +289.2% | -303.6% | -39.4% |
| All | -46.6% | +524.1% | -570.7% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling