+74.6%
CLF vs GRMN
+628.7%
-554.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.5% |
| 7D | +10.4% | -0.9% | +11.3% | +11.0% |
| 30D | +0.6% | +1.2% | -0.6% | -1.2% |
| 3M | +4.1% | -8.9% | +13.0% | +9.3% |
| 6M | +15.1% | +23.0% | -7.9% | -3.8% |
| YTD | -4.7% | +41.2% | -46.0% | -29.0% |
| 1Y | +20.4% | +47.5% | -27.1% | -13.2% |
| 3Y | -23.4% | +155.8% | -179.1% | -67.7% |
| 5Y | -43.3% | +120.2% | -163.4% | -73.1% |
| All | +74.6% | +628.7% | -554.1% | -65.9% |
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