+233.0%
GM vs CL
+55.9%
+177.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -1.1% | -2.4% | +1.4% | -0.3% |
| 30D | -3.4% | -4.8% | +1.4% | -2.1% |
| 3M | +8.7% | -1.7% | +10.4% | +9.0% |
| 6M | +15.4% | -3.8% | +19.2% | +16.3% |
| YTD | +6.6% | +13.3% | -6.7% | +2.0% |
| 1Y | +51.5% | +8.3% | +43.2% | +46.7% |
| 3Y | +169.3% | +28.8% | +140.5% | +141.0% |
| 5Y | +81.6% | +28.5% | +53.0% | +61.3% |
| All | +233.0% | +55.9% | +177.1% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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