+618.5%
CLF vs GPC
+2,100.6%
-1,482.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.6% | -10.7% | -11.1% |
| 7D | -21.0% | +1.7% | -22.6% | -21.9% |
| 30D | -8.0% | -2.3% | -5.7% | -7.5% |
| 3M | -10.9% | -4.5% | -6.4% | -9.2% |
| 6M | +5.8% | +21.6% | -15.7% | -10.9% |
| YTD | -15.1% | +4.0% | -19.2% | -21.5% |
| 1Y | +7.2% | +3.5% | +3.7% | -0.7% |
| 3Y | -34.2% | +2.1% | -36.3% | -41.1% |
| 5Y | -49.6% | +5.5% | -55.1% | -57.0% |
| 10Y | +109.9% | +90.7% | +19.2% | +16.0% |
| All | +618.5% | +2,100.6% | -1,482.1% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling