+131.4%
CLF vs GIS
-17.9%
+149.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +6.5% | -8.3% | +14.8% | +7.1% |
| 30D | +0.2% | +2.2% | -1.9% | 0.0% |
| 3M | -3.1% | +15.7% | -18.8% | -4.7% |
| 6M | +25.0% | -12.0% | +37.0% | +26.7% |
| YTD | -7.5% | -15.0% | +7.5% | -6.0% |
| 1Y | +11.5% | -20.1% | +31.6% | +13.9% |
| 3Y | -13.7% | -34.6% | +20.9% | -10.9% |
| 5Y | -47.0% | -22.8% | -24.1% | -46.9% |
| All | +131.4% | -17.9% | +149.2% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling