+240.4%
GM vs CLF
-21.8%
+262.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.5% |
| 7D | +0.4% | -9.1% | +9.4% | +1.0% |
| 30D | +7.2% | -0.9% | +8.1% | +7.0% |
| 3M | +1.0% | +3.0% | -1.9% | +0.3% |
| 6M | +13.0% | +16.7% | -3.7% | +10.6% |
| YTD | +9.8% | -3.2% | +12.9% | +8.4% |
| 1Y | +25.9% | +24.6% | +1.3% | +22.1% |
| 3Y | +240.4% | -22.3% | +262.7% | +222.6% |
| All | +240.4% | -21.8% | +262.2% | +222.6% |
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