+39.4%
GM vs CLF
+12.5%
+26.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.2% | +13.8% | +5.6% |
| 7D | +12.1% | -7.9% | +20.0% | +12.9% |
| 30D | +15.2% | +5.2% | +10.0% | +14.0% |
| 3M | +4.9% | +4.3% | +0.6% | +3.7% |
| 6M | +22.6% | +25.3% | -2.7% | +17.4% |
| YTD | +14.4% | -3.3% | +17.7% | +13.3% |
| 1Y | +39.4% | +20.2% | +19.2% | +35.5% |
| All | +39.4% | +12.5% | +26.9% | +35.5% |
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