-43.0%
CLF vs GTLB
-50.0%
+7.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.8% |
| 7D | +6.5% | +4.6% | +1.9% | +5.7% |
| 30D | +0.2% | +21.0% | -20.7% | -3.1% |
| 3M | -3.1% | +51.7% | -54.8% | -10.4% |
| 6M | +25.0% | +89.3% | -64.3% | +10.0% |
| YTD | -7.5% | +25.6% | -33.1% | -13.1% |
| 1Y | +11.5% | -1.5% | +13.1% | +9.1% |
| 3Y | -13.7% | -9.9% | -3.8% | -16.7% |
| All | -43.0% | -50.0% | +7.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling