-35.1%
CLF vs GGLL
+151.4%
-186.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.5% | -7.8% | -11.4% |
| 7D | -21.0% | -1.3% | -19.7% | -20.8% |
| 30D | -8.0% | -36.3% | +28.3% | -0.8% |
| 3M | -10.9% | -42.7% | +31.8% | -2.3% |
| 6M | +5.8% | -53.1% | +58.9% | +19.9% |
| YTD | -15.1% | -32.1% | +16.9% | -14.4% |
| 1Y | +7.2% | -20.1% | +27.3% | +2.3% |
| All | -35.1% | +151.4% | -186.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling