+457.2%
GS vs CLS
+1,742.7%
-1,285.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.6% | -13.9% | +15.4% | +5.1% |
| 30D | +1.7% | -38.2% | +39.8% | +13.6% |
| 3M | -11.6% | -28.8% | +17.2% | -5.6% |
| 6M | -1.9% | -40.4% | +38.5% | +7.5% |
| YTD | +5.1% | -24.3% | +29.3% | +5.2% |
| 1Y | +16.4% | -35.0% | +51.4% | +20.1% |
| 3Y | +199.0% | +778.7% | -579.7% | +24.3% |
| 5Y | +157.4% | +1,884.8% | -1,727.4% | -22.8% |
| 10Y | +457.2% | +1,761.1% | -1,303.9% | +33.9% |
| All | +457.2% | +1,742.7% | -1,285.5% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling