+64.8%
CL vs GH
+480.1%
-415.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | -5.2% | -4.5% | -0.8% | -5.1% |
| 3M | +3.3% | +28.9% | -25.6% | +2.6% |
| 6M | -4.4% | +76.5% | -80.9% | -5.8% |
| YTD | +13.9% | +57.6% | -43.7% | +12.5% |
| 1Y | +7.6% | +167.5% | -159.9% | +4.8% |
| 3Y | +29.6% | +377.4% | -347.8% | +22.8% |
| 5Y | +28.1% | +23.8% | +4.2% | +26.3% |
| All | +64.8% | +480.1% | -415.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling