-17.5%
CLF vs GH
+361.0%
-378.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +7.6% | -0.1% | +7.6% | +7.6% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | -13.4% | +21.3% | -34.7% | -16.8% |
| 6M | +15.4% | +73.5% | -58.1% | +3.8% |
| YTD | -5.9% | +58.0% | -63.9% | -14.3% |
| 1Y | +18.8% | +163.1% | -144.2% | -2.5% |
| All | -17.5% | +361.0% | -378.6% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling