+36.7%
CLS vs GH
+170.3%
-133.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +20.1% | -0.2% | +20.3% | +20.1% |
| 30D | +6.0% | -2.6% | +8.7% | +6.5% |
| 3M | -10.3% | +25.1% | -35.4% | -14.2% |
| 6M | +24.5% | +78.5% | -54.0% | +9.3% |
| YTD | +12.9% | +59.4% | -46.5% | +0.3% |
| 1Y | +36.7% | +173.9% | -137.2% | +15.7% |
| All | +36.7% | +170.3% | -133.6% | +15.7% |
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