-34.0%
CLF vs GRMN
+160.2%
-194.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -19.6% | +4.7% | -24.3% | -20.9% |
| 30D | -5.0% | +3.4% | -8.4% | -6.4% |
| 3M | -6.3% | -5.0% | -1.3% | -5.1% |
| 6M | +2.8% | +18.6% | -15.8% | -4.9% |
| YTD | -13.7% | +42.5% | -56.2% | -26.0% |
| 1Y | +13.6% | +42.3% | -28.7% | -2.7% |
| 3Y | -34.0% | +158.5% | -192.5% | -49.7% |
| All | -34.0% | +160.2% | -194.2% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling