+486.7%
GS vs CLF
+104.8%
+381.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | -3.2% | -19.6% | +16.4% | +1.3% |
| 30D | -2.4% | -5.0% | +2.6% | -2.2% |
| 3M | -15.7% | -6.3% | -9.4% | -15.7% |
| 6M | -6.8% | +2.8% | -9.5% | -9.6% |
| YTD | -0.1% | -13.7% | +13.6% | -0.9% |
| 1Y | +12.1% | +13.6% | -1.5% | +4.3% |
| 3Y | +185.8% | -34.0% | +219.8% | +178.1% |
| 5Y | +140.1% | -48.7% | +188.8% | +134.6% |
| All | +486.7% | +104.8% | +381.9% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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