+43.9%
CL vs GD
+101.6%
-57.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +3.9% |
| 7D | +7.7% | +3.0% | +4.7% | +6.8% |
| 30D | +15.2% | +10.5% | +4.7% | +12.3% |
| 3M | +7.3% | -5.0% | +12.3% | +8.6% |
| 6M | +17.0% | +5.5% | +11.5% | +15.2% |
| YTD | +28.0% | +10.3% | +17.6% | +24.1% |
| 1Y | +32.1% | +8.2% | +24.0% | +28.8% |
| 3Y | +41.5% | +59.0% | -17.5% | +20.4% |
| 5Y | +43.9% | +104.3% | -60.4% | +9.0% |
| All | +43.9% | +101.6% | -57.7% | +9.0% |
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