+442.0%
CLS vs GPN
+2,520.1%
-2,078.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.4% | +9.0% | +7.1% |
| 7D | +12.8% | -0.7% | +13.5% | +12.8% |
| 30D | +3.8% | +3.8% | 0.0% | +1.8% |
| 3M | -14.6% | +39.2% | -53.8% | -27.2% |
| 6M | +32.2% | +17.9% | +14.4% | +20.8% |
| YTD | +11.6% | +16.4% | -4.7% | +0.7% |
| 1Y | +35.1% | +3.6% | +31.4% | +26.7% |
| 3Y | +1,312.5% | -26.7% | +1,339.2% | +1,394.6% |
| 5Y | +3,542.1% | -44.8% | +3,586.8% | +4,139.3% |
| 10Y | +2,944.0% | +24.1% | +2,919.9% | +2,272.1% |
| All | +442.0% | +2,520.1% | -2,078.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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