-29.6%
CLS vs GTLB
+6.1%
-35.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -21.1% | -9.7% | -11.5% | -21.7% |
| 30D | -38.2% | +1.7% | -39.9% | -38.0% |
| 3M | -36.3% | +43.6% | -79.9% | -34.8% |
| 6M | -43.8% | +113.0% | -156.8% | -40.6% |
| YTD | -20.0% | +39.5% | -59.6% | -10.9% |
| 1Y | -29.6% | +12.6% | -42.2% | -18.8% |
| All | -29.6% | +6.1% | -35.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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