+488.8%
GS vs CL
+77.9%
+410.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -6.3% | +5.9% | -12.3% | -7.9% |
| 30D | -3.1% | +13.8% | -16.9% | -6.8% |
| 3M | -17.7% | +6.4% | -24.1% | -19.2% |
| 6M | -4.6% | +15.6% | -20.2% | -9.3% |
| YTD | +0.3% | +27.9% | -27.6% | -8.3% |
| 1Y | +11.7% | +31.4% | -19.7% | +0.9% |
| 3Y | +183.6% | +41.4% | +142.2% | +140.2% |
| 5Y | +141.0% | +42.8% | +98.2% | +100.8% |
| All | +488.8% | +77.9% | +410.9% | +342.6% |
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