+506.3%
CLF vs GRMN
+6,655.2%
-6,148.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +7.6% | -2.9% | +10.4% | +9.1% |
| 30D | -1.2% | -8.4% | +7.2% | +3.2% |
| 3M | -13.4% | +15.0% | -28.4% | -20.5% |
| 6M | +15.4% | +11.2% | +4.2% | +7.6% |
| YTD | -5.9% | +37.7% | -43.6% | -21.7% |
| 1Y | +18.8% | +18.5% | +0.3% | +6.2% |
| 3Y | -19.4% | +175.8% | -195.2% | -54.7% |
| 5Y | -47.7% | +75.1% | -122.8% | -63.2% |
| 10Y | +130.4% | +637.0% | -506.7% | -13.8% |
| All | +506.3% | +6,655.2% | -6,148.9% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling