-29.6%
CLS vs GH
+80.5%
-110.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.7% | -5.4% | -8.2% |
| 7D | -21.1% | -7.7% | -13.5% | -19.7% |
| 30D | -38.2% | -10.0% | -28.3% | -36.9% |
| 3M | -36.3% | +5.5% | -41.8% | -37.0% |
| 6M | -43.8% | +84.9% | -128.7% | -53.3% |
| YTD | -20.0% | +65.0% | -85.1% | -34.8% |
| 1Y | -29.6% | +71.8% | -101.4% | -46.8% |
| All | -29.6% | +80.5% | -110.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling