-67.4%
CLF vs GNRC
+2,087.1%
-2,154.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.8% |
| 7D | +7.6% | +1.9% | +5.6% | +6.7% |
| 30D | -1.2% | -13.8% | +12.6% | +4.6% |
| 3M | -13.4% | -32.6% | +19.3% | 0.0% |
| 6M | +15.4% | -15.2% | +30.6% | +20.2% |
| YTD | -5.9% | +37.4% | -43.3% | -20.4% |
| 1Y | +18.8% | +5.1% | +13.7% | +12.1% |
| 3Y | -19.4% | +57.5% | -76.9% | -38.3% |
| 5Y | -47.7% | -58.7% | +11.0% | -36.7% |
| 10Y | +130.4% | +395.5% | -265.1% | -6.3% |
| All | -67.4% | +2,087.1% | -2,154.5% | -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