-41.2%
CLF vs GPC
+7.2%
-48.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.3% |
| 7D | -9.1% | +0.4% | -9.4% | -9.2% |
| 30D | -0.9% | -1.8% | +0.9% | -0.7% |
| 3M | +3.0% | -6.6% | +9.5% | +5.8% |
| 6M | +16.7% | +21.3% | -4.6% | +2.5% |
| YTD | -3.2% | +4.3% | -7.4% | -9.0% |
| 1Y | +24.6% | +3.3% | +21.4% | +17.6% |
| 3Y | -22.3% | +0.8% | -23.1% | -29.4% |
| 5Y | -41.2% | +7.4% | -48.6% | -51.8% |
| All | -41.2% | +7.2% | -48.4% | -51.8% |
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