+838.1%
CLS vs GFS
-19.0%
+857.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.9% |
| 7D | +16.3% | +7.4% | +8.9% | +12.2% |
| 30D | -25.7% | -15.3% | -10.4% | -18.2% |
| 3M | -30.9% | -21.1% | -9.8% | -21.5% |
| 6M | -35.5% | -44.5% | +9.0% | -12.9% |
| YTD | -18.7% | +19.2% | -37.9% | -27.4% |
| 1Y | -17.9% | +27.2% | -45.1% | -29.0% |
| 3Y | +838.1% | -20.1% | +858.2% | +815.7% |
| All | +838.1% | -19.0% | +857.1% | +815.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling