+73.4%
CL vs GD
+190.6%
-117.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | +1.3% | -5.0% | +6.3% | +2.8% |
| 30D | +11.4% | +8.9% | +2.4% | +8.6% |
| 3M | +4.4% | -8.0% | +12.5% | +6.8% |
| 6M | +10.8% | +2.9% | +7.9% | +9.6% |
| YTD | +25.1% | +7.1% | +18.1% | +21.9% |
| 1Y | +28.0% | +5.9% | +22.0% | +25.0% |
| 3Y | +37.6% | +53.9% | -16.2% | +18.5% |
| 5Y | +39.7% | +95.4% | -55.7% | +10.7% |
| All | +73.4% | +190.6% | -117.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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