+127.6%
CLF vs GIS
-19.2%
+146.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -2.7% | -8.6% | +5.9% | -2.1% |
| 30D | -3.2% | -0.5% | -2.7% | -3.3% |
| 3M | -5.0% | +11.9% | -16.9% | -6.2% |
| 6M | +26.6% | -11.6% | +38.2% | +28.1% |
| YTD | -9.0% | -16.3% | +7.4% | -7.4% |
| 1Y | +11.8% | -21.8% | +33.6% | +14.4% |
| 3Y | -15.1% | -35.7% | +20.6% | -12.2% |
| 5Y | -48.2% | -22.9% | -25.3% | -48.2% |
| 10Y | +127.6% | -16.8% | +144.4% | +139.9% |
| All | +127.6% | -19.2% | +146.8% | +139.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling