+1,628.1%
CLS vs GD
+190.6%
+1,437.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -22.2% | -5.0% | -17.2% | -19.5% |
| 30D | -44.4% | +8.9% | -53.3% | -47.5% |
| 3M | -34.3% | -8.0% | -26.2% | -31.3% |
| 6M | -50.1% | +2.9% | -53.0% | -51.9% |
| YTD | -30.1% | +7.1% | -37.2% | -35.0% |
| 1Y | -39.3% | +5.9% | -45.3% | -43.0% |
| 3Y | +732.7% | +53.9% | +678.9% | +489.6% |
| 5Y | +1,777.2% | +95.4% | +1,681.8% | +991.3% |
| All | +1,628.1% | +190.6% | +1,437.5% | +715.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling