+120.3%
CLF vs GNRC
+433.2%
-312.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.0% |
| 7D | -3.7% | -0.7% | -2.9% | -3.4% |
| 30D | -4.7% | -15.8% | +11.2% | +2.4% |
| 3M | -4.7% | -24.0% | +19.3% | +5.5% |
| 6M | +24.0% | -13.8% | +37.8% | +28.3% |
| YTD | -10.9% | +33.2% | -44.1% | -25.0% |
| 1Y | +4.0% | -1.8% | +5.9% | +0.3% |
| 3Y | -16.9% | +57.7% | -74.7% | -38.4% |
| 5Y | -49.3% | -59.7% | +10.4% | -33.4% |
| All | +120.3% | +433.2% | -312.9% | -46.3% |
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