+185.7%
GS vs CLS
+3,233.5%
-3,047.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.9% | +4.6% | -3.6% | -0.1% |
| 30D | -1.6% | -13.9% | +12.3% | +1.0% |
| 3M | -4.5% | -26.6% | +22.1% | +0.5% |
| 6M | +20.9% | +15.4% | +5.5% | +13.7% |
| YTD | +19.9% | +5.7% | +14.2% | +13.6% |
| 1Y | +41.4% | +41.1% | +0.3% | +22.9% |
| 3Y | +239.2% | +1,228.6% | -989.4% | +51.3% |
| All | +185.7% | +3,233.5% | -3,047.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling