-12.8%
CLF vs GPN
-26.7%
+13.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.2% |
| 7D | +6.5% | -0.7% | +7.2% | +6.9% |
| 30D | +0.2% | +3.8% | -3.6% | -1.7% |
| 3M | -3.1% | +39.2% | -42.2% | -18.1% |
| 6M | +25.0% | +17.9% | +7.1% | +14.0% |
| YTD | -7.5% | +16.4% | -23.8% | -15.7% |
| 1Y | +11.5% | +3.6% | +7.9% | +7.6% |
| All | -12.8% | -26.7% | +13.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling