+410.2%
GLW vs CLF
-18.8%
+429.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.4% |
| 7D | +3.8% | +7.6% | -3.8% | +2.5% |
| 30D | -1.3% | -1.2% | -0.2% | -1.2% |
| 3M | -21.8% | -13.4% | -8.4% | -20.2% |
| 6M | +6.9% | +15.4% | -8.5% | +3.5% |
| YTD | +77.2% | -5.9% | +83.0% | +74.7% |
| 1Y | +123.2% | +18.8% | +104.4% | +110.5% |
| All | +410.2% | -18.8% | +429.1% | +372.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling