+120.3%
CLF vs GPN
+28.6%
+91.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -3.2% |
| 7D | -3.7% | -3.5% | -0.2% | -1.7% |
| 30D | -4.7% | +3.1% | -7.8% | -6.8% |
| 3M | -4.7% | +42.3% | -47.0% | -23.7% |
| 6M | +24.0% | +20.9% | +3.1% | +8.5% |
| YTD | -10.9% | +15.2% | -26.1% | -20.9% |
| 1Y | +4.0% | +5.4% | -1.4% | -3.1% |
| 3Y | -16.9% | -27.4% | +10.5% | -6.7% |
| 5Y | -49.3% | -44.2% | -5.1% | -35.7% |
| All | +120.3% | +28.6% | +91.8% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling