+732.3%
GLD vs CLS
+1,340.7%
-608.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -13.9% | +16.7% | +3.3% |
| 30D | -4.0% | -38.2% | +34.2% | -2.3% |
| 3M | -8.2% | -28.8% | +20.6% | -7.3% |
| 6M | -14.8% | -40.4% | +25.5% | -13.6% |
| YTD | -6.8% | -24.3% | +17.5% | -6.5% |
| 1Y | -2.4% | -35.0% | +32.6% | -1.8% |
| 3Y | +105.8% | +778.7% | -672.9% | +88.4% |
| 5Y | +113.3% | +1,884.8% | -1,771.5% | +89.2% |
| 10Y | +208.4% | +1,761.1% | -1,552.7% | +170.1% |
| All | +732.3% | +1,340.7% | -608.5% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling