+438.8%
GS vs CLS
+1,916.3%
-1,477.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.7% |
| 7D | +5.9% | +16.3% | -10.4% | +1.7% |
| 30D | +4.3% | -25.7% | +30.0% | +11.2% |
| 3M | -11.7% | -30.9% | +19.2% | -4.9% |
| 6M | -3.2% | -35.5% | +32.3% | +3.9% |
| YTD | +5.8% | -18.7% | +24.5% | +3.9% |
| 1Y | +16.0% | -17.9% | +33.9% | +12.4% |
| 3Y | +199.8% | +838.1% | -638.3% | +22.4% |
| 5Y | +155.5% | +1,971.9% | -1,816.4% | -24.2% |
| All | +438.8% | +1,916.3% | -1,477.4% | +26.8% |
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