+42.8%
CL vs GD
+97.4%
-54.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.5% |
| 7D | +5.9% | -3.9% | +9.8% | +7.0% |
| 30D | +13.8% | +8.1% | +5.7% | +11.5% |
| 3M | +6.4% | -6.8% | +13.2% | +8.2% |
| 6M | +15.6% | +3.0% | +12.6% | +14.5% |
| YTD | +27.9% | +7.8% | +20.1% | +24.8% |
| 1Y | +31.4% | +5.8% | +25.6% | +28.8% |
| 3Y | +41.4% | +55.3% | -13.9% | +21.0% |
| 5Y | +42.8% | +96.7% | -53.9% | +9.7% |
| All | +42.8% | +97.4% | -54.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling