-48.3%
CLF vs GFS
-11.4%
-36.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | +10.4% | +7.4% | +3.0% | +7.8% |
| 30D | +0.6% | -15.3% | +15.8% | +6.2% |
| 3M | +4.1% | -21.1% | +25.2% | +11.8% |
| 6M | +15.1% | -44.5% | +59.6% | +35.6% |
| YTD | -4.7% | +19.2% | -24.0% | -16.7% |
| 1Y | +20.4% | +27.2% | -6.9% | +2.6% |
| 3Y | -23.4% | -20.1% | -3.2% | -26.3% |
| 5Y | -43.3% | -25.6% | -17.7% | -45.5% |
| All | -48.3% | -11.4% | -36.8% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling