+1,312.5%
CLS vs GFS
-20.2%
+1,332.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.8% |
| 7D | +12.8% | +2.6% | +10.1% | +11.3% |
| 30D | +3.8% | -16.4% | +20.2% | +13.9% |
| 3M | -14.6% | -41.6% | +27.0% | +12.1% |
| 6M | +32.2% | -3.7% | +35.9% | +33.3% |
| YTD | +11.6% | +29.3% | -17.7% | -4.8% |
| 1Y | +35.1% | +37.1% | -2.1% | +11.4% |
| 3Y | +1,312.5% | -22.1% | +1,334.7% | +1,347.4% |
| All | +1,312.5% | -20.2% | +1,332.7% | +1,347.4% |
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