+32.1%
GLW vs CLF
+14.6%
+17.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.0% | +2.3% | +7.3% |
| 7D | -5.9% | -14.1% | +8.2% | -2.0% |
| 30D | -26.0% | -5.5% | -20.4% | -24.8% |
| 3M | -29.9% | 0.0% | -29.9% | -30.0% |
| 6M | -37.8% | +11.3% | -49.0% | -39.5% |
| YTD | +33.1% | -7.7% | +40.8% | +24.0% |
| All | +32.1% | +14.6% | +17.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling