+2,064.0%
GS vs CLF
+257.3%
+1,806.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +0.9% | +7.6% | -6.6% | -0.6% |
| 30D | -1.6% | -1.2% | -0.4% | -1.5% |
| 3M | -4.5% | -13.4% | +8.9% | -2.6% |
| 6M | +20.9% | +15.4% | +5.5% | +15.6% |
| YTD | +19.9% | -5.9% | +25.8% | +18.3% |
| 1Y | +41.4% | +18.8% | +22.6% | +30.7% |
| 3Y | +239.2% | -19.4% | +258.6% | +221.2% |
| 5Y | +185.0% | -47.7% | +232.8% | +181.1% |
| 10Y | +655.0% | +130.4% | +524.6% | +377.9% |
| All | +2,064.0% | +257.3% | +1,806.7% | +677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling