+37.6%
CL vs GFS
-27.1%
+64.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -1.9% |
| 7D | +1.3% | -7.8% | +9.2% | +1.0% |
| 30D | +11.4% | -19.7% | +31.0% | +10.5% |
| 3M | +4.4% | -23.1% | +27.5% | +3.5% |
| 6M | +10.8% | -46.4% | +57.2% | +8.4% |
| YTD | +25.1% | +11.0% | +14.1% | +23.0% |
| 1Y | +28.0% | +12.6% | +15.3% | +25.7% |
| 3Y | +37.6% | -24.9% | +62.6% | +34.6% |
| All | +37.6% | -27.1% | +64.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling