+3,231.7%
CLS vs GPC
+895.8%
+2,335.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +4.6% | +1.2% | +3.4% | +3.8% |
| 30D | -13.9% | +6.0% | -19.9% | -17.1% |
| 3M | -26.6% | +42.6% | -69.2% | -42.8% |
| 6M | +15.4% | +22.8% | -7.3% | -1.6% |
| YTD | +5.7% | +15.5% | -9.8% | -8.5% |
| 1Y | +41.1% | +2.0% | +39.1% | +31.2% |
| 3Y | +1,228.6% | -1.4% | +1,230.0% | +1,059.8% |
| 5Y | +3,240.6% | +30.6% | +3,210.0% | +2,249.6% |
| 10Y | +2,760.3% | +80.6% | +2,679.7% | +1,407.9% |
| All | +3,231.7% | +895.8% | +2,335.9% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling