+1,980.9%
CLS vs GPC
+4.3%
+1,976.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +16.3% | +0.4% | +15.8% | +16.2% |
| 30D | -25.7% | -6.3% | -19.4% | -24.9% |
| 3M | -30.9% | -8.2% | -22.7% | -30.0% |
| 6M | -35.5% | +27.1% | -62.6% | -40.0% |
| YTD | -18.7% | +3.1% | -21.8% | -21.6% |
| 1Y | -17.9% | +0.1% | -18.0% | -20.1% |
| 3Y | +838.1% | +0.2% | +837.9% | +752.7% |
| All | +1,980.9% | +4.3% | +1,976.5% | +1,566.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling