+18.8%
CLF vs GFS
+37.2%
-18.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | +7.6% | +1.0% | +6.6% | +7.3% |
| 30D | -1.2% | -8.6% | +7.4% | +0.5% |
| 3M | -13.4% | -46.5% | +33.2% | +0.5% |
| 6M | +15.4% | -4.8% | +20.2% | +10.3% |
| YTD | -5.9% | +29.7% | -35.5% | -21.1% |
| 1Y | +18.8% | +35.8% | -17.0% | -2.5% |
| All | +18.8% | +37.2% | -18.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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