+18.8%
CLF vs GNRC
+6.8%
+12.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.9% |
| 7D | +7.6% | +1.9% | +5.6% | +6.7% |
| 30D | -1.2% | -13.8% | +12.6% | +4.5% |
| 3M | -13.4% | -32.6% | +19.3% | +0.2% |
| 6M | +15.4% | -15.2% | +30.6% | +19.6% |
| YTD | -5.9% | +37.4% | -43.3% | -28.1% |
| 1Y | +18.8% | +5.1% | +13.7% | +14.8% |
| All | +18.8% | +6.8% | +12.0% | +14.8% |
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