-67.0%
CLF vs GNRC
+2,127.0%
-2,194.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +10.4% | +7.9% | +2.5% | +6.9% |
| 30D | +0.6% | -3.7% | +4.2% | +2.3% |
| 3M | +4.1% | -11.9% | +16.1% | +8.5% |
| 6M | +15.1% | -28.6% | +43.7% | +28.7% |
| YTD | -4.7% | +39.9% | -44.6% | -20.7% |
| 1Y | +20.4% | +23.4% | -3.0% | +4.9% |
| 3Y | -23.4% | +84.2% | -107.6% | -45.0% |
| 5Y | -43.3% | -57.3% | +14.0% | -32.5% |
| 10Y | +80.5% | +376.8% | -296.3% | -26.1% |
| All | -67.0% | +2,127.0% | -2,194.0% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling