+696.9%
CLF vs GFI
+688.7%
+8.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +7.6% | +3.1% | +4.4% | +6.8% |
| 30D | -1.2% | +27.1% | -28.3% | -6.3% |
| 3M | -13.4% | +21.2% | -34.5% | -17.2% |
| 6M | +15.4% | -4.5% | +19.9% | +15.3% |
| YTD | -5.9% | +11.7% | -17.6% | -9.6% |
| 1Y | +18.8% | +46.0% | -27.2% | +7.8% |
| 3Y | -19.4% | +309.6% | -329.0% | -43.4% |
| 5Y | -47.7% | +506.0% | -553.8% | -67.5% |
| 10Y | +130.4% | +1,009.2% | -878.8% | +7.4% |
| All | +696.9% | +688.7% | +8.1% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling