+11.8%
CLF vs GIS
-21.4%
+33.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -2.0% |
| 7D | -2.7% | -8.6% | +5.9% | -4.8% |
| 30D | -3.2% | -0.5% | -2.7% | -3.2% |
| 3M | -5.0% | +11.9% | -16.9% | -3.3% |
| 6M | +26.6% | -11.6% | +38.2% | +29.0% |
| YTD | -9.0% | -16.3% | +7.4% | -9.0% |
| 1Y | +11.8% | -21.8% | +33.6% | +7.1% |
| All | +11.8% | -21.4% | +33.2% | +7.1% |
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