+168.3%
GM vs CLF
-14.9%
+183.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.1% |
| 7D | +0.4% | +6.5% | -6.1% | -0.2% |
| 30D | -1.8% | +0.2% | -2.1% | -2.0% |
| 3M | +2.6% | -3.1% | +5.7% | +2.6% |
| 6M | +14.6% | +25.0% | -10.5% | +11.5% |
| YTD | +6.2% | -7.5% | +13.6% | +5.6% |
| 1Y | +48.7% | +11.5% | +37.2% | +42.1% |
| 3Y | +168.3% | -13.7% | +182.0% | +149.5% |
| All | +168.3% | -14.9% | +183.2% | +149.5% |
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 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