+488.8%
GS vs CLF
+101.4%
+387.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.2% | +5.9% | -3.7% |
| 7D | -6.3% | -21.0% | +14.6% | -1.6% |
| 30D | -3.1% | -8.0% | +4.9% | -2.2% |
| 3M | -17.7% | -10.9% | -6.7% | -16.6% |
| 6M | -4.6% | +5.8% | -10.4% | -8.1% |
| YTD | +0.3% | -15.1% | +15.4% | -0.2% |
| 1Y | +11.7% | +7.2% | +4.5% | +5.2% |
| 3Y | +183.6% | -34.2% | +217.7% | +176.0% |
| 5Y | +141.0% | -49.6% | +190.6% | +136.4% |
| All | +488.8% | +101.4% | +387.4% | +248.8% |
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