+696.9%
CLF vs GPC
+2,341.8%
-1,644.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | +0.4% | +7.2% | +7.3% |
| 30D | -1.2% | +5.1% | -6.3% | -4.9% |
| 3M | -13.4% | +41.5% | -54.9% | -33.9% |
| 6M | +15.4% | +21.8% | -6.4% | -2.2% |
| YTD | -5.9% | +14.6% | -20.4% | -17.8% |
| 1Y | +18.8% | +1.3% | +17.6% | +12.8% |
| 3Y | -19.4% | -1.4% | -18.0% | -25.6% |
| 5Y | -47.7% | +30.6% | -78.3% | -61.6% |
| 10Y | +130.4% | +80.6% | +49.8% | +34.2% |
| All | +696.9% | +2,341.8% | -1,644.9% | +70.3% |
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