-51.4%
CLF vs GFS
-38.3%
-13.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -0.5% |
| 7D | -19.6% | -7.8% | -11.8% | -17.1% |
| 30D | -5.0% | -19.7% | +14.7% | +2.2% |
| 3M | -6.3% | -23.1% | +16.8% | +1.5% |
| 6M | +2.8% | -46.4% | +49.2% | +23.3% |
| YTD | -13.7% | +11.0% | -24.7% | -23.4% |
| 1Y | +13.6% | +12.6% | +0.9% | 0.0% |
| 3Y | -34.0% | -24.9% | -9.0% | -35.5% |
| All | -51.4% | -38.3% | -13.2% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling