-47.8%
CLF vs GRMN
+75.1%
-122.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +7.6% | -2.9% | +10.4% | +9.0% |
| 30D | -1.2% | -8.4% | +7.2% | +3.0% |
| 3M | -13.4% | +15.0% | -28.4% | -20.4% |
| 6M | +15.4% | +11.2% | +4.2% | +7.8% |
| YTD | -5.9% | +37.7% | -43.6% | -21.8% |
| 1Y | +18.8% | +18.5% | +0.3% | +6.4% |
| 3Y | -19.4% | +175.8% | -195.2% | -58.0% |
| All | -47.8% | +75.1% | -122.9% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling