+2,185.2%
CLS vs GH
+457.8%
+1,727.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.6% |
| 7D | +2.8% | -8.2% | +10.9% | +4.4% |
| 30D | -30.1% | -4.9% | -25.2% | -29.3% |
| 3M | -21.7% | -6.2% | -15.5% | -20.9% |
| 6M | -36.2% | +60.0% | -96.3% | -41.6% |
| YTD | -17.8% | +51.5% | -69.4% | -24.6% |
| 1Y | -26.8% | +58.4% | -85.2% | -33.2% |
| 3Y | +853.4% | +617.2% | +236.1% | +555.7% |
| 5Y | +2,005.0% | +47.0% | +1,958.0% | +1,578.8% |
| All | +2,185.2% | +457.8% | +1,727.5% | +1,487.5% |
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