-13.3%
CLF vs GTLB
+1.9%
-15.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +7.6% | +11.1% | -3.5% | +5.2% |
| 30D | -1.2% | +37.8% | -39.0% | -7.9% |
| 3M | -13.4% | +61.6% | -75.0% | -22.5% |
| 6M | +15.4% | +98.9% | -83.5% | -3.3% |
| YTD | -5.9% | +32.8% | -38.6% | -13.4% |
| 1Y | +18.8% | +14.7% | +4.2% | +13.2% |
| All | -13.3% | +1.9% | -15.2% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling