+1,833.6%
GS vs CLF
+267.0%
+1,566.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.2% | +12.8% | +5.4% |
| 7D | +0.3% | -7.9% | +8.2% | +1.8% |
| 30D | +3.9% | +5.2% | -1.4% | +2.1% |
| 3M | -11.4% | +4.3% | -15.7% | -13.2% |
| 6M | +3.7% | +25.3% | -21.6% | -3.0% |
| YTD | +7.1% | -3.3% | +10.4% | +4.1% |
| 1Y | +19.7% | +20.2% | -0.6% | +11.1% |
| 3Y | +202.8% | -25.0% | +227.8% | +188.9% |
| 5Y | +156.7% | -42.1% | +198.8% | +146.8% |
| 10Y | +548.7% | +139.1% | +409.6% | +306.7% |
| All | +1,833.6% | +267.0% | +1,566.6% | +583.9% |
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