+3,448.9%
CLS vs GTLB
-50.8%
+3,499.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +20.1% | -6.6% | +26.7% | +21.4% |
| 30D | +6.0% | +13.7% | -7.7% | +3.0% |
| 3M | -10.3% | +52.9% | -63.2% | -18.0% |
| 6M | +24.5% | +88.5% | -64.0% | +8.1% |
| YTD | +12.9% | +23.4% | -10.6% | +5.6% |
| 1Y | +36.7% | -3.8% | +40.5% | +34.0% |
| 3Y | +1,328.1% | -11.5% | +1,339.6% | +1,305.2% |
| All | +3,448.9% | -50.8% | +3,499.8% | +3,159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling