+3,215.2%
CLS vs GFS
-2.1%
+3,217.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +5.0% | +3.2% | +1.8% | +3.5% |
| 30D | +4.8% | -9.6% | +14.3% | +9.5% |
| 3M | -10.4% | -38.5% | +28.1% | +9.8% |
| 6M | +20.8% | -1.3% | +22.1% | +21.4% |
| YTD | +10.0% | +31.8% | -21.8% | -2.6% |
| 1Y | +28.5% | +44.6% | -16.0% | +9.6% |
| 3Y | +1,292.2% | -20.6% | +1,312.8% | +1,318.4% |
| All | +3,215.2% | -2.1% | +3,217.3% | +3,125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling