+20.2%
CLF vs GIS
-17.8%
+38.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.2% | -14.4% | -7.5% |
| 7D | -7.9% | +8.5% | -16.4% | -5.4% |
| 30D | +5.2% | +15.3% | -10.1% | +9.7% |
| 3M | +4.3% | +0.9% | +3.4% | +6.3% |
| 6M | +25.3% | +7.9% | +17.3% | +28.4% |
| YTD | -3.3% | -17.6% | +14.3% | +0.3% |
| 1Y | +20.2% | -17.4% | +37.6% | +24.5% |
| All | +20.2% | -17.8% | +38.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling