+486.7%
GS vs CLS
+1,628.1%
-1,141.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.2% | -22.2% | +19.0% | +2.7% |
| 30D | -2.4% | -44.4% | +42.0% | +11.9% |
| 3M | -15.7% | -34.3% | +18.6% | -8.2% |
| 6M | -6.8% | -50.1% | +43.3% | +6.9% |
| YTD | -0.1% | -30.1% | +30.0% | +2.1% |
| 1Y | +12.1% | -39.3% | +51.4% | +17.5% |
| 3Y | +185.8% | +732.7% | -546.9% | +20.3% |
| 5Y | +140.1% | +1,777.2% | -1,637.1% | -27.1% |
| All | +486.7% | +1,628.1% | -1,141.4% | +45.3% |
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