+126.4%
CLF vs GPC
+80.7%
+45.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.0% |
| 7D | +7.6% | +1.2% | +6.4% | +6.7% |
| 30D | -1.2% | +6.0% | -7.2% | -5.4% |
| 3M | -13.4% | +42.6% | -56.0% | -34.4% |
| 6M | +15.4% | +22.8% | -7.3% | -2.8% |
| YTD | -5.9% | +15.5% | -21.3% | -18.5% |
| 1Y | +18.8% | +2.0% | +16.8% | +12.3% |
| 3Y | -19.4% | -1.4% | -18.0% | -25.9% |
| 5Y | -47.7% | +30.6% | -78.3% | -63.2% |
| All | +126.4% | +80.7% | +45.7% | +27.2% |
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