-49.9%
CLF vs GFS
-13.5%
-36.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.1% | +5.3% |
| 7D | -14.1% | -3.1% | -11.0% | -12.9% |
| 30D | -5.5% | -16.0% | +10.5% | -0.1% |
| 3M | 0.0% | -24.7% | +24.7% | +8.9% |
| 6M | +11.3% | -45.1% | +56.4% | +31.5% |
| YTD | -7.7% | +16.5% | -24.1% | -18.6% |
| 1Y | +17.5% | +19.3% | -1.8% | +2.5% |
| 3Y | -25.4% | -20.0% | -5.5% | -28.3% |
| 5Y | -46.0% | -32.0% | -13.9% | -48.5% |
| All | -49.9% | -13.5% | -36.4% | -48.9% |
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