+1,767.8%
CLS vs GD
+97.4%
+1,670.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -12.1% |
| 7D | -27.3% | -3.9% | -23.4% | -25.9% |
| 30D | -47.0% | +8.1% | -55.1% | -48.8% |
| 3M | -43.3% | -6.8% | -36.5% | -41.7% |
| 6M | -50.8% | +3.0% | -53.8% | -52.0% |
| YTD | -30.4% | +7.8% | -38.2% | -34.1% |
| 1Y | -41.7% | +5.8% | -47.5% | -44.0% |
| 3Y | +701.4% | +55.3% | +646.1% | +509.0% |
| 5Y | +1,767.8% | +96.7% | +1,671.1% | +952.8% |
| All | +1,767.8% | +97.4% | +1,670.3% | +952.8% |
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