+19.7%
GS vs CLS
-28.7%
+48.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.6% | +5.0% |
| 7D | +0.3% | -21.1% | +21.4% | +4.1% |
| 30D | +3.9% | -38.2% | +42.1% | +11.9% |
| 3M | -11.4% | -36.3% | +24.9% | -5.7% |
| 6M | +3.7% | -43.8% | +47.5% | +11.2% |
| YTD | +7.1% | -20.0% | +27.1% | +6.9% |
| 1Y | +19.7% | -29.6% | +49.2% | +21.4% |
| All | +19.7% | -28.7% | +48.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling