-17.9%
CLS vs GH
+56.7%
-74.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.3% | -4.8% |
| 7D | +16.3% | +0.6% | +15.7% | +16.2% |
| 30D | -25.7% | -6.9% | -18.7% | -23.6% |
| 3M | -30.9% | -4.9% | -25.9% | -29.6% |
| 6M | -35.5% | +54.1% | -89.5% | -42.5% |
| YTD | -18.7% | +48.5% | -67.2% | -31.0% |
| 1Y | -17.9% | +61.2% | -79.1% | -35.3% |
| All | -17.9% | +56.7% | -74.6% | -35.3% |
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