+233.0%
GM vs CLF
+128.8%
+104.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.3% |
| 7D | -1.1% | -3.7% | +2.6% | -0.3% |
| 30D | -3.4% | -4.7% | +1.3% | -2.7% |
| 3M | +8.7% | -4.7% | +13.4% | +8.6% |
| 6M | +15.4% | +24.0% | -8.6% | +8.0% |
| YTD | +6.6% | -10.9% | +17.5% | +5.9% |
| 1Y | +51.5% | +4.0% | +47.4% | +41.1% |
| 3Y | +169.3% | -16.9% | +186.3% | +145.5% |
| 5Y | +81.6% | -49.3% | +130.9% | +77.7% |
| All | +233.0% | +128.8% | +104.2% | +96.8% |
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 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