+217.1%
GLD vs CLS
+2,747.3%
-2,530.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | +4.6% | -5.1% | -0.7% |
| 30D | +4.4% | -13.9% | +18.3% | +4.9% |
| 3M | -1.1% | -26.6% | +25.5% | -0.2% |
| 6M | -13.8% | +15.4% | -29.2% | -14.6% |
| YTD | +2.6% | +5.7% | -3.0% | +1.9% |
| 1Y | +24.5% | +41.1% | -16.6% | +22.4% |
| 3Y | +125.8% | +1,228.6% | -1,102.7% | +106.7% |
| 5Y | +137.8% | +3,240.6% | -3,102.8% | +111.0% |
| All | +217.1% | +2,747.3% | -2,530.2% | +172.7% |
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