+2,489.5%
CLS vs GFS
-9.0%
+2,498.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +23.5% | +17.2% | +6.3% | +15.2% |
| 30D | -28.9% | -8.7% | -20.2% | -25.7% |
| 3M | -25.2% | -19.7% | -5.5% | -17.5% |
| 6M | -32.1% | -40.7% | +8.6% | -15.3% |
| YTD | -14.1% | +22.5% | -36.6% | -21.3% |
| 1Y | -24.1% | +25.2% | -49.3% | -30.8% |
| 3Y | +897.0% | -17.7% | +914.6% | +916.8% |
| 5Y | +2,089.9% | -23.5% | +2,113.5% | +2,169.0% |
| All | +2,489.5% | -9.0% | +2,498.5% | +2,507.3% |
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