+811.7%
CLS vs GH
+567.5%
+244.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.6% | +6.7% |
| 7D | -10.6% | -7.0% | -3.6% | -8.8% |
| 30D | -38.4% | -5.2% | -33.3% | -37.4% |
| 3M | -29.9% | -5.8% | -24.1% | -29.0% |
| 6M | -40.6% | +65.9% | -106.6% | -47.5% |
| YTD | -24.6% | +55.5% | -80.1% | -33.1% |
| 1Y | -30.8% | +64.2% | -95.0% | -39.1% |
| 3Y | +811.7% | +606.0% | +205.7% | +480.2% |
| All | +811.7% | +567.5% | +244.3% | +480.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling