-51.4%
CLF vs GPC
+3.6%
-55.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -19.6% | +1.6% | -21.2% | -20.2% |
| 30D | -5.0% | -2.1% | -2.9% | -4.8% |
| 3M | -6.3% | -6.8% | +0.5% | -3.7% |
| 6M | +2.8% | +18.6% | -15.8% | -8.7% |
| YTD | -13.7% | +2.7% | -16.4% | -18.3% |
| 1Y | +13.6% | +1.8% | +11.8% | +7.9% |
| 3Y | -34.0% | +1.1% | -35.0% | -40.3% |
| All | -51.4% | +3.6% | -55.0% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling