+2,959.5%
CLS vs GH
+473.1%
+2,486.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | +5.0% | -1.2% | +6.2% | +5.2% |
| 30D | +4.8% | -3.7% | +8.5% | +5.4% |
| 3M | -10.4% | +21.7% | -32.1% | -13.7% |
| 6M | +20.8% | +75.7% | -54.9% | +8.6% |
| YTD | +10.0% | +55.7% | -45.7% | +0.5% |
| 1Y | +28.5% | +181.1% | -152.6% | +5.9% |
| 3Y | +1,292.2% | +371.6% | +920.6% | +913.6% |
| 5Y | +3,616.8% | +23.2% | +3,593.6% | +2,916.2% |
| All | +2,959.5% | +473.1% | +2,486.4% | +2,015.5% |
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