-14.2%
CLF vs GNRC
+61.2%
-75.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.9% |
| 7D | -2.7% | +3.2% | -5.8% | -3.8% |
| 30D | -3.2% | -9.5% | +6.3% | +0.2% |
| 3M | -5.0% | -28.5% | +23.6% | +6.5% |
| 6M | +26.6% | -10.0% | +36.6% | +28.2% |
| YTD | -9.0% | +36.7% | -45.7% | -23.4% |
| 1Y | +11.8% | +2.6% | +9.3% | +6.3% |
| All | -14.2% | +61.2% | -75.4% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling