+18.8%
CLF vs GPC
+2.8%
+16.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +6.4% |
| 7D | -14.1% | +0.8% | -14.9% | -14.2% |
| 30D | -5.5% | -1.1% | -4.5% | -5.8% |
| 3M | 0.0% | -6.6% | +6.6% | +1.6% |
| 6M | +11.3% | +22.2% | -11.0% | +0.7% |
| YTD | -7.7% | +5.1% | -12.7% | -17.0% |
| All | +18.8% | +2.8% | +16.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling