+104.6%
GLD vs CLS
+777.7%
-673.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -13.9% | +16.7% | +3.5% |
| 30D | -4.0% | -38.2% | +34.2% | -1.6% |
| 3M | -8.2% | -28.8% | +20.6% | -6.8% |
| 6M | -14.8% | -40.4% | +25.5% | -13.1% |
| YTD | -6.8% | -24.3% | +17.5% | -6.2% |
| 1Y | -2.4% | -35.0% | +32.6% | -1.5% |
| All | +104.6% | +777.7% | -673.0% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling