+521.8%
GLW vs CLF
+82.3%
+439.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -4.3% |
| 7D | -11.1% | -9.1% | -2.1% | -9.2% |
| 30D | -28.4% | -0.9% | -27.5% | -28.4% |
| 3M | -28.8% | +3.0% | -31.8% | -29.6% |
| 6M | -39.8% | +16.7% | -56.5% | -42.5% |
| YTD | +28.7% | -3.2% | +31.9% | +25.9% |
| 1Y | +27.7% | +24.6% | +3.1% | +18.7% |
| 3Y | +331.3% | -22.3% | +353.6% | +309.7% |
| 5Y | +233.4% | -41.2% | +274.6% | +220.4% |
| 10Y | +521.8% | +83.5% | +438.2% | +301.0% |
| All | +521.8% | +82.3% | +439.5% | +301.0% |
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