-29.6%
CLS vs GPC
+6.5%
-36.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.7% | -10.8% | -8.7% |
| 7D | -21.1% | +4.1% | -25.3% | -20.5% |
| 30D | -38.2% | +0.1% | -38.4% | -38.0% |
| 3M | -36.3% | -3.9% | -32.4% | -36.4% |
| 6M | -43.8% | +24.4% | -68.2% | -44.6% |
| YTD | -20.0% | +5.7% | -25.7% | -25.2% |
| 1Y | -29.6% | +6.8% | -36.4% | -26.4% |
| All | -29.6% | +6.5% | -36.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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