+627.7%
GEV vs CLF
-44.5%
+672.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | +3.2% | -2.7% | +5.8% | +3.7% |
| 30D | -4.0% | -3.2% | -0.8% | -3.5% |
| 3M | +3.4% | -5.0% | +8.4% | +3.7% |
| 6M | +14.7% | +26.6% | -11.9% | +8.0% |
| YTD | +45.8% | -9.0% | +54.7% | +44.2% |
| 1Y | +57.4% | +11.8% | +45.5% | +46.7% |
| All | +627.7% | -44.5% | +672.2% | +570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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