+3,231.7%
CLS vs GD
+2,698.7%
+533.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | +4.6% | -5.3% | +9.8% | +7.8% |
| 30D | -13.9% | -6.4% | -7.5% | -10.8% |
| 3M | -26.6% | +5.7% | -32.3% | -29.4% |
| 6M | +15.4% | -0.9% | +16.4% | +14.5% |
| YTD | +5.7% | +8.2% | -2.5% | -0.7% |
| 1Y | +41.1% | +13.4% | +27.7% | +29.2% |
| 3Y | +1,228.6% | +68.5% | +1,160.1% | +849.1% |
| 5Y | +3,240.6% | +97.2% | +3,143.5% | +2,070.7% |
| 10Y | +2,760.3% | +190.2% | +2,570.2% | +1,385.4% |
| All | +3,231.7% | +2,698.7% | +533.1% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling