+3,084.0%
CLS vs GFS
-3.7%
+3,087.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +4.6% | +1.0% | +3.6% | +4.2% |
| 30D | -13.9% | -8.6% | -5.3% | -10.7% |
| 3M | -26.6% | -46.5% | +20.0% | -4.3% |
| 6M | +15.4% | -4.8% | +20.2% | +17.8% |
| YTD | +5.7% | +29.7% | -24.0% | -5.8% |
| 1Y | +41.1% | +35.8% | +5.3% | +23.3% |
| 3Y | +1,228.6% | -18.3% | +1,246.9% | +1,244.4% |
| All | +3,084.0% | -3.7% | +3,087.7% | +3,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling