+103.4%
GLD vs CLS
+2,101.3%
-1,997.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.6% | -7.4% | -3.0% |
| 7D | -5.5% | +23.5% | -29.0% | -6.5% |
| 30D | -7.0% | -28.9% | +21.9% | -5.6% |
| 3M | -12.4% | -25.2% | +12.8% | -11.4% |
| 6M | -18.0% | -32.1% | +14.1% | -17.0% |
| YTD | -10.5% | -14.1% | +3.6% | -10.6% |
| 1Y | -8.1% | -24.1% | +16.0% | -8.0% |
| 3Y | +97.7% | +897.0% | -799.3% | +80.1% |
| 5Y | +103.4% | +2,089.9% | -1,986.5% | +74.6% |
| All | +103.4% | +2,101.3% | -1,997.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling