+185.7%
GS vs CL
+28.4%
+157.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | -1.6% | -4.8% | +3.3% | -1.2% |
| 3M | -4.5% | +4.9% | -9.4% | -5.3% |
| 6M | +20.9% | -5.7% | +26.6% | +21.2% |
| YTD | +19.9% | +14.4% | +5.5% | +17.1% |
| 1Y | +41.4% | +8.7% | +32.7% | +39.2% |
| 3Y | +239.2% | +30.0% | +209.2% | +206.2% |
| All | +185.7% | +28.4% | +157.4% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling