+3,410.3%
CLS vs GTLB
-50.0%
+3,460.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.4% | +11.0% | +6.6% |
| 7D | +12.8% | +4.6% | +8.2% | +11.6% |
| 30D | +3.8% | +21.0% | -17.2% | -0.3% |
| 3M | -14.6% | +51.7% | -66.3% | -21.8% |
| 6M | +32.2% | +89.3% | -57.0% | +14.7% |
| YTD | +11.6% | +25.6% | -14.0% | +4.1% |
| 1Y | +35.1% | -1.5% | +36.6% | +31.9% |
| 3Y | +1,312.5% | -9.9% | +1,322.5% | +1,285.7% |
| All | +3,410.3% | -50.0% | +3,460.3% | +3,113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling