+2,484.3%
CLS vs GTLB
-49.8%
+2,534.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.2% |
| 7D | +2.8% | -9.6% | +12.4% | +4.7% |
| 30D | -30.1% | -15.5% | -14.6% | -28.0% |
| 3M | -21.7% | +12.4% | -34.1% | -23.9% |
| 6M | -36.2% | +84.6% | -120.8% | -44.0% |
| YTD | -17.8% | +26.1% | -43.9% | -23.5% |
| 1Y | -26.8% | +1.7% | -28.5% | -28.8% |
| 3Y | +853.4% | +6.1% | +847.3% | +814.6% |
| 5Y | +2,005.0% | -61.1% | +2,066.2% | +1,783.0% |
| All | +2,484.3% | -49.8% | +2,534.0% | +2,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling