-48.2%
CLF vs GPN
-46.4%
-1.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.4% |
| 7D | -2.7% | -6.2% | +3.6% | +0.3% |
| 30D | -3.2% | +1.0% | -4.2% | -4.0% |
| 3M | -5.0% | +36.9% | -41.8% | -19.5% |
| 6M | +26.6% | +16.8% | +9.8% | +15.4% |
| YTD | -9.0% | +13.2% | -22.2% | -16.5% |
| 1Y | +11.8% | +1.4% | +10.4% | +8.1% |
| 3Y | -15.1% | -28.6% | +13.5% | -5.2% |
| 5Y | -48.2% | -47.0% | -1.2% | -36.5% |
| All | -48.2% | -46.4% | -1.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling