+2,944.0%
CLS vs GPC
+79.8%
+2,864.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.6% | +6.8% |
| 7D | +12.8% | +0.2% | +12.6% | +12.5% |
| 30D | +3.8% | -0.4% | +4.2% | +3.7% |
| 3M | -14.6% | +39.2% | -53.8% | -27.7% |
| 6M | +32.2% | +18.2% | +14.0% | +20.2% |
| YTD | +11.6% | +12.1% | -0.5% | +2.2% |
| 1Y | +35.1% | -0.7% | +35.7% | +30.3% |
| 3Y | +1,312.5% | -1.7% | +1,314.2% | +1,187.3% |
| 5Y | +3,542.1% | +29.3% | +3,512.8% | +2,667.8% |
| 10Y | +2,944.0% | +80.7% | +2,863.3% | +1,846.1% |
| All | +2,944.0% | +79.8% | +2,864.2% | +1,846.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling