+31.4%
CL vs GD
+6.0%
+25.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.3% |
| 7D | +5.9% | -3.9% | +9.8% | +6.6% |
| 30D | +13.8% | +8.1% | +5.7% | +12.1% |
| 3M | +6.4% | -6.8% | +13.2% | +7.3% |
| 6M | +15.6% | +3.0% | +12.6% | +14.8% |
| YTD | +27.9% | +7.8% | +20.1% | +27.2% |
| 1Y | +31.4% | +5.8% | +25.6% | +30.9% |
| All | +31.4% | +6.0% | +25.4% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling