+438.8%
GS vs CLF
+74.2%
+364.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | +5.9% | +10.4% | -4.5% | +3.6% |
| 30D | +4.3% | +0.6% | +3.7% | +3.3% |
| 3M | -11.7% | +4.1% | -15.8% | -13.6% |
| 6M | -3.2% | +15.1% | -18.3% | -8.4% |
| YTD | +5.8% | -4.7% | +10.5% | +2.6% |
| 1Y | +16.0% | +20.4% | -4.3% | +6.6% |
| 3Y | +199.8% | -23.4% | +223.1% | +182.1% |
| 5Y | +155.5% | -43.3% | +198.8% | +144.4% |
| All | +438.8% | +74.2% | +364.7% | +226.3% |
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