+80.1%
CLF vs GPC
+93.7%
-13.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.4% |
| 7D | -14.1% | +0.8% | -14.9% | -14.5% |
| 30D | -5.5% | -1.1% | -4.5% | -5.7% |
| 3M | 0.0% | -6.6% | +6.6% | +3.7% |
| 6M | +11.3% | +22.2% | -11.0% | -6.6% |
| YTD | -7.7% | +5.1% | -12.7% | -15.3% |
| 1Y | +17.5% | +2.8% | +14.7% | +9.4% |
| 3Y | -25.4% | +2.4% | -27.8% | -34.1% |
| 5Y | -46.0% | +7.8% | -53.7% | -55.8% |
| 10Y | +80.1% | +87.2% | -7.2% | -6.2% |
| All | +80.1% | +93.7% | -13.7% | -6.2% |
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