+838.1%
CLS vs GPC
+0.2%
+837.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | +16.3% | +0.4% | +15.8% | +16.3% |
| 30D | -25.7% | -6.3% | -19.4% | -25.7% |
| 3M | -30.9% | -8.2% | -22.7% | -30.9% |
| 6M | -35.5% | +27.1% | -62.6% | -36.7% |
| YTD | -18.7% | +3.1% | -21.8% | -20.1% |
| 1Y | -17.9% | +0.1% | -18.0% | -19.1% |
| 3Y | +838.1% | +0.2% | +837.9% | +770.7% |
| All | +838.1% | +0.2% | +837.9% | +770.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling