+5.3%
CLF vs GH
+472.2%
-466.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.7% | +6.0% |
| 7D | -14.1% | -7.0% | -7.1% | -12.7% |
| 30D | -5.5% | -5.2% | -0.4% | -4.5% |
| 3M | 0.0% | -5.8% | +5.8% | +1.0% |
| 6M | +11.3% | +65.9% | -54.7% | +0.4% |
| YTD | -7.7% | +55.5% | -63.1% | -16.2% |
| 1Y | +17.5% | +64.2% | -46.6% | +5.6% |
| 3Y | -25.4% | +606.0% | -631.5% | -52.3% |
| 5Y | -46.0% | +47.3% | -93.3% | -57.7% |
| All | +5.3% | +472.2% | -466.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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