-43.1%
CLF vs GTLB
-50.0%
+6.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.0% | +7.3% |
| 7D | -14.1% | -9.6% | -4.5% | -12.5% |
| 30D | -5.5% | -14.5% | +8.9% | -3.1% |
| 3M | 0.0% | +20.9% | -20.9% | -3.4% |
| 6M | +11.3% | +81.4% | -70.1% | -0.9% |
| YTD | -7.7% | +25.6% | -33.2% | -13.4% |
| 1Y | +17.5% | +3.4% | +14.1% | +14.0% |
| 3Y | -25.4% | +8.9% | -34.3% | -29.9% |
| 5Y | -46.0% | -64.0% | +18.0% | -50.1% |
| All | -43.1% | -50.0% | +6.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling