+737.7%
CLF vs GIS
+1,363.8%
-626.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +2.3% | -4.6% | +6.9% | +3.5% |
| 30D | +1.9% | +6.6% | -4.7% | -0.8% |
| 3M | +5.9% | -8.1% | +14.0% | +7.1% |
| 6M | +16.9% | +4.9% | +12.0% | +12.7% |
| YTD | -1.1% | -21.4% | +20.3% | +3.8% |
| 1Y | +28.8% | -21.6% | +50.4% | +35.0% |
| 3Y | -20.6% | -39.3% | +18.7% | -11.9% |
| 5Y | -41.5% | -33.2% | -8.3% | -38.1% |
| 10Y | +87.5% | -17.3% | +104.8% | +75.1% |
| All | +737.7% | +1,363.8% | -626.1% | +283.1% |
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 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