+1,838.4%
CLS vs GH
+43.1%
+1,795.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.6% | +6.8% |
| 7D | -10.6% | -7.0% | -3.6% | -9.0% |
| 30D | -38.4% | -5.2% | -33.3% | -37.6% |
| 3M | -29.9% | -5.8% | -24.1% | -29.1% |
| 6M | -40.6% | +65.9% | -106.6% | -46.8% |
| YTD | -24.6% | +55.5% | -80.1% | -32.1% |
| 1Y | -30.8% | +64.2% | -95.0% | -38.2% |
| 3Y | +811.7% | +606.0% | +205.7% | +488.8% |
| 5Y | +1,838.4% | +47.3% | +1,791.1% | +1,309.4% |
| All | +1,838.4% | +43.1% | +1,795.4% | +1,309.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling