+80.5%
GM vs CLF
-47.6%
+128.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | -4.6% | -3.2% | -1.4% | -4.3% |
| 3M | +0.2% | -5.0% | +5.2% | +0.3% |
| 6M | +12.6% | +26.6% | -14.0% | +7.1% |
| YTD | +3.7% | -9.0% | +12.6% | +3.0% |
| 1Y | +45.6% | +11.8% | +33.8% | +35.8% |
| 3Y | +162.0% | -15.1% | +177.1% | +144.8% |
| 5Y | +80.5% | -48.2% | +128.7% | +83.8% |
| All | +80.5% | -47.6% | +128.1% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling