+40.8%
CL vs GD
+59.0%
-18.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.8% |
| 7D | +7.7% | +3.0% | +4.7% | +7.1% |
| 30D | +15.2% | +10.5% | +4.7% | +13.1% |
| 3M | +7.3% | -5.0% | +12.3% | +8.2% |
| 6M | +17.0% | +5.5% | +11.5% | +15.7% |
| YTD | +28.0% | +10.3% | +17.6% | +25.5% |
| 1Y | +32.1% | +8.2% | +24.0% | +30.0% |
| All | +40.8% | +59.0% | -18.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling