+696.9%
CLF vs GIS
+1,507.8%
-811.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.5% |
| 7D | +7.6% | -7.8% | +15.4% | +10.1% |
| 30D | -1.2% | +6.6% | -7.8% | -3.4% |
| 3M | -13.4% | +21.0% | -34.3% | -19.2% |
| 6M | +15.4% | -9.1% | +24.5% | +17.3% |
| YTD | -5.9% | -13.6% | +7.7% | -3.0% |
| 1Y | +18.8% | -18.0% | +36.8% | +23.9% |
| 3Y | -19.4% | -33.7% | +14.3% | -12.0% |
| 5Y | -47.7% | -19.4% | -28.3% | -47.5% |
| 10Y | +130.4% | -21.3% | +151.6% | +123.8% |
| All | +696.9% | +1,507.8% | -811.0% | +258.0% |
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