+13.6%
CLF vs GPC
+2.6%
+11.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | -19.6% | +1.6% | -21.2% | -19.9% |
| 30D | -5.0% | -2.1% | -2.9% | -5.1% |
| 3M | -6.3% | -6.8% | +0.5% | -4.9% |
| 6M | +2.8% | +18.6% | -15.8% | -6.4% |
| YTD | -13.7% | +2.7% | -16.4% | -22.3% |
| 1Y | +13.6% | +1.8% | +11.8% | +6.4% |
| All | +13.6% | +2.6% | +11.0% | +6.4% |
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