+1,833.6%
GS vs CL
+599.2%
+1,234.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.3% |
| 7D | +0.3% | +7.7% | -7.4% | -2.6% |
| 30D | +3.9% | +15.2% | -11.4% | -2.0% |
| 3M | -11.4% | +7.3% | -18.8% | -14.2% |
| 6M | +3.7% | +17.0% | -13.3% | -3.7% |
| YTD | +7.1% | +28.0% | -20.9% | -4.8% |
| 1Y | +19.7% | +32.1% | -12.5% | +4.8% |
| 3Y | +202.8% | +41.5% | +161.4% | +150.8% |
| 5Y | +156.7% | +43.9% | +112.8% | +108.7% |
| 10Y | +548.7% | +79.8% | +468.9% | +367.1% |
| All | +1,833.6% | +599.2% | +1,234.4% | +773.4% |
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