+74.6%
CLF vs GNRC
+372.1%
-297.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | +10.4% | +7.9% | +2.5% | +6.7% |
| 30D | +0.6% | -3.7% | +4.2% | +2.3% |
| 3M | +4.1% | -11.9% | +16.1% | +8.7% |
| 6M | +15.1% | -28.6% | +43.7% | +29.5% |
| YTD | -4.7% | +39.9% | -44.6% | -22.1% |
| 1Y | +20.4% | +23.4% | -3.0% | +3.4% |
| 3Y | -23.4% | +84.2% | -107.6% | -46.9% |
| 5Y | -43.3% | -57.3% | +14.0% | -27.6% |
| All | +74.6% | +372.1% | -297.5% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling