+2,161.0%
CLS vs GH
+446.7%
+1,714.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.3% | -5.0% |
| 7D | +16.3% | +0.6% | +15.7% | +16.2% |
| 30D | -25.7% | -6.9% | -18.7% | -24.5% |
| 3M | -30.9% | -4.9% | -25.9% | -30.3% |
| 6M | -35.5% | +54.1% | -89.5% | -40.5% |
| YTD | -18.7% | +48.5% | -67.2% | -25.1% |
| 1Y | -17.9% | +61.2% | -79.1% | -25.3% |
| 3Y | +838.1% | +570.3% | +267.7% | +552.1% |
| 5Y | +1,971.9% | +46.1% | +1,925.8% | +1,555.4% |
| All | +2,161.0% | +446.7% | +1,714.3% | +1,476.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling