+3,012.0%
GLW vs CLF
+633.9%
+2,378.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -12.2% | -0.7% | -10.4% |
| 7D | -19.7% | -21.0% | +1.2% | -15.7% |
| 30D | -38.8% | -8.0% | -30.8% | -37.9% |
| 3M | -33.9% | -10.9% | -23.0% | -32.7% |
| 6M | -36.0% | +5.8% | -41.8% | -37.6% |
| YTD | +18.7% | -15.1% | +33.9% | +19.5% |
| 1Y | +19.8% | +7.2% | +12.6% | +14.8% |
| 3Y | +294.3% | -34.2% | +328.5% | +287.5% |
| 5Y | +205.7% | -49.6% | +255.3% | +203.2% |
| 10Y | +493.8% | +109.9% | +383.8% | +273.6% |
| All | +3,012.0% | +633.9% | +2,378.1% | +688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling