+1,840.1%
CLS vs GTLB
-64.1%
+1,904.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -13.9% | -10.9% | -3.0% | -12.0% |
| 30D | -38.2% | -15.3% | -22.9% | -36.3% |
| 3M | -28.8% | +14.6% | -43.4% | -31.1% |
| 6M | -40.4% | +79.6% | -120.0% | -47.6% |
| YTD | -24.3% | +24.3% | -48.6% | -29.5% |
| 1Y | -35.0% | +1.0% | -36.0% | -36.9% |
| 3Y | +778.7% | +4.6% | +774.1% | +742.9% |
| All | +1,840.1% | -64.1% | +1,904.2% | +1,693.0% |
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