+526.0%
GLW vs CLF
+74.2%
+451.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.6% |
| 7D | +7.7% | +10.4% | -2.6% | +5.6% |
| 30D | -18.8% | +0.6% | -19.4% | -19.0% |
| 3M | -27.7% | +4.1% | -31.9% | -28.7% |
| 6M | -44.4% | +15.1% | -59.5% | -46.8% |
| YTD | +31.3% | -4.7% | +36.0% | +28.9% |
| 1Y | +40.0% | +20.4% | +19.7% | +31.1% |
| 3Y | +339.2% | -23.4% | +362.6% | +318.6% |
| 5Y | +229.2% | -43.3% | +272.4% | +218.9% |
| All | +526.0% | +74.2% | +451.8% | +304.7% |
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