+127.6%
CLF vs GRMN
+628.0%
-500.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -0.8% |
| 7D | -2.7% | -1.4% | -1.3% | -1.7% |
| 30D | -3.2% | -13.1% | +9.9% | +6.4% |
| 3M | -5.0% | +14.9% | -19.9% | -16.1% |
| 6M | +26.6% | +13.1% | +13.5% | +13.0% |
| YTD | -9.0% | +35.3% | -44.2% | -29.7% |
| 1Y | +11.8% | +16.0% | -4.2% | -3.9% |
| 3Y | -15.1% | +179.6% | -194.7% | -68.0% |
| 5Y | -48.2% | +75.0% | -123.2% | -70.1% |
| 10Y | +127.6% | +644.1% | -516.5% | -70.1% |
| All | +127.6% | +628.0% | -500.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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