+41.1%
CLS vs GFS
+37.2%
+3.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | +4.6% | +1.0% | +3.6% | +4.1% |
| 30D | -13.9% | -8.6% | -5.3% | -10.1% |
| 3M | -26.6% | -46.5% | +20.0% | +1.0% |
| 6M | +15.4% | -4.8% | +20.2% | +18.7% |
| YTD | +5.7% | +29.7% | -24.0% | -7.6% |
| 1Y | +41.1% | +35.8% | +5.3% | +25.0% |
| All | +41.1% | +37.2% | +3.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling