+11.5%
CLF vs GRMN
+17.9%
-6.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +6.5% | +0.2% | +6.3% | +6.5% |
| 30D | +0.2% | -11.3% | +11.6% | +3.3% |
| 3M | -3.1% | +17.7% | -20.8% | -9.1% |
| 6M | +25.0% | +14.2% | +10.9% | +18.8% |
| YTD | -7.5% | +37.0% | -44.5% | -17.5% |
| 1Y | +11.5% | +17.0% | -5.5% | +6.1% |
| All | +11.5% | +17.9% | -6.4% | +6.1% |
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 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