-35.3%
CLS vs GPC
+2.8%
-38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.5% | +8.2% |
| 7D | -10.6% | +0.8% | -11.4% | -10.5% |
| 30D | -38.4% | -1.1% | -37.4% | -38.4% |
| 3M | -29.9% | -6.6% | -23.2% | -30.2% |
| 6M | -40.6% | +22.2% | -62.9% | -41.7% |
| YTD | -24.6% | +5.1% | -29.6% | -30.7% |
| All | -35.3% | +2.8% | -38.1% | -35.3% |
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