+3,154.0%
CLS vs GFI
+1,066.8%
+2,087.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.3% | +7.8% | +6.7% |
| 7D | +10.9% | -4.9% | +15.8% | +11.6% |
| 30D | +2.1% | +10.7% | -8.6% | +0.8% |
| 3M | -10.2% | +25.6% | -35.8% | -12.9% |
| 6M | +30.4% | -8.3% | +38.6% | +31.0% |
| YTD | +17.2% | +6.3% | +10.9% | +16.1% |
| 1Y | +41.0% | +22.1% | +18.9% | +38.1% |
| 3Y | +1,338.0% | +289.2% | +1,048.8% | +1,165.1% |
| 5Y | +3,860.6% | +531.7% | +3,328.9% | +3,182.7% |
| All | +3,154.0% | +1,066.8% | +2,087.1% | +2,578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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