+43.5%
CL vs GFS
-13.5%
+57.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.5% |
| 7D | +0.5% | -3.1% | +3.7% | +0.5% |
| 30D | +11.6% | -16.0% | +27.6% | +11.3% |
| 3M | +5.6% | -24.7% | +30.3% | +5.2% |
| 6M | +13.2% | -45.1% | +58.3% | +12.3% |
| YTD | +26.9% | +16.5% | +10.5% | +25.4% |
| 1Y | +27.3% | +19.3% | +8.0% | +25.7% |
| 3Y | +39.7% | -20.0% | +59.7% | +38.1% |
| 5Y | +41.3% | -32.0% | +73.3% | +40.6% |
| All | +43.5% | -13.5% | +57.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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