-27.7%
CLF vs GGLL
+328.7%
-356.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | +7.6% | -4.8% | +12.3% | +8.6% |
| 30D | -1.2% | -13.7% | +12.5% | +1.8% |
| 3M | -13.4% | -21.9% | +8.5% | -10.0% |
| 6M | +15.4% | +11.7% | +3.8% | +8.0% |
| YTD | -5.9% | +2.3% | -8.1% | -10.7% |
| 1Y | +18.8% | +76.2% | -57.4% | -4.0% |
| 3Y | -19.4% | +245.0% | -264.4% | -48.8% |
| All | -27.7% | +328.7% | -356.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling