+246.5%
GM vs CL
+229.9%
+16.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +1.9% | -2.2% | +4.1% | +2.8% |
| 30D | -1.4% | -4.8% | +3.5% | +0.6% |
| 3M | +5.9% | +4.9% | +1.0% | +3.3% |
| 6M | +12.4% | -5.7% | +18.1% | +14.5% |
| YTD | +8.6% | +14.4% | -5.7% | +1.6% |
| 1Y | +52.6% | +8.7% | +43.9% | +45.6% |
| 3Y | +169.7% | +30.0% | +139.7% | +130.6% |
| 5Y | +87.5% | +28.4% | +59.2% | +59.3% |
| 10Y | +233.0% | +50.1% | +182.9% | +152.6% |
| All | +246.5% | +229.9% | +16.6% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling