+20.4%
CLF vs GRMN
+44.3%
-23.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | +10.4% | -0.9% | +11.3% | +10.5% |
| 30D | +0.6% | +1.2% | -0.6% | +0.4% |
| 3M | +4.1% | -8.9% | +13.0% | +5.9% |
| 6M | +15.1% | +23.0% | -7.9% | +8.4% |
| YTD | -4.7% | +41.2% | -46.0% | -11.0% |
| 1Y | +20.4% | +47.5% | -27.1% | +11.2% |
| All | +20.4% | +44.3% | -23.9% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling