+87.5%
CLF vs GPC
+78.6%
+8.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.7% |
| 7D | +2.3% | -2.1% | +4.4% | +4.0% |
| 30D | +1.9% | -4.5% | +6.5% | +4.3% |
| 3M | +5.9% | -7.7% | +13.6% | +10.6% |
| 6M | +16.9% | +24.3% | -7.4% | -3.0% |
| YTD | -1.1% | +3.5% | -4.5% | -8.3% |
| 1Y | +28.8% | +0.7% | +28.1% | +21.6% |
| 3Y | -20.6% | 0.0% | -20.6% | -28.6% |
| 5Y | -41.5% | +5.8% | -47.4% | -51.6% |
| 10Y | +87.5% | +75.8% | +11.8% | +1.8% |
| All | +87.5% | +78.6% | +8.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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