+20.2%
CLF vs GNRC
+17.5%
+2.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -9.5% | +0.3% | -6.1% |
| 7D | -7.9% | -6.0% | -1.9% | -5.9% |
| 30D | +5.2% | -12.0% | +17.3% | +9.5% |
| 3M | +4.3% | -13.4% | +17.7% | +8.4% |
| 6M | +25.3% | -26.4% | +51.6% | +35.9% |
| YTD | -3.3% | +38.8% | -42.1% | -16.7% |
| 1Y | +20.2% | +20.9% | -0.7% | +9.3% |
| All | +20.2% | +17.5% | +2.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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