+1,763.7%
CLS vs GD
+94.5%
+1,669.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -22.2% | -5.0% | -17.2% | -20.4% |
| 30D | -44.4% | +8.9% | -53.3% | -46.5% |
| 3M | -34.3% | -8.0% | -26.2% | -32.0% |
| 6M | -50.1% | +2.9% | -53.0% | -51.3% |
| YTD | -30.1% | +7.1% | -37.2% | -33.6% |
| 1Y | -39.3% | +5.9% | -45.3% | -41.9% |
| 3Y | +732.7% | +53.9% | +678.9% | +535.6% |
| All | +1,763.7% | +94.5% | +1,669.1% | +961.7% |
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