+205.0%
GLD vs CLS
+1,628.1%
-1,423.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +4.7% | -22.2% | +26.9% | +5.7% |
| 30D | -0.9% | -44.4% | +43.5% | +1.4% |
| 3M | -4.4% | -34.3% | +29.9% | -3.0% |
| 6M | -13.6% | -50.1% | +36.5% | -11.6% |
| YTD | -6.0% | -30.1% | +24.1% | -5.3% |
| 1Y | +1.8% | -39.3% | +41.1% | +2.8% |
| 3Y | +103.2% | +732.7% | -629.5% | +89.3% |
| 5Y | +119.3% | +1,777.2% | -1,657.9% | +98.5% |
| All | +205.0% | +1,628.1% | -1,423.1% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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