+719.8%
CLF vs GIS
+1,380.5%
-660.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | -9.1% | +1.5% | -10.6% | -9.7% |
| 30D | -0.9% | +9.2% | -10.1% | -4.2% |
| 3M | +3.0% | -5.4% | +8.3% | +3.3% |
| 6M | +16.7% | +3.4% | +13.3% | +13.0% |
| YTD | -3.2% | -20.5% | +17.3% | +1.3% |
| 1Y | +24.6% | -20.0% | +44.6% | +29.8% |
| 3Y | -22.3% | -38.6% | +16.3% | -14.0% |
| 5Y | -41.2% | -33.1% | -8.1% | -37.7% |
| 10Y | +83.5% | -16.4% | +99.9% | +70.8% |
| All | +719.8% | +1,380.5% | -660.7% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling