+1,710.5%
GS vs CLS
+941.2%
+769.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.0% | +6.7% | -2.7% |
| 7D | -6.3% | -27.3% | +20.9% | +1.9% |
| 30D | -3.1% | -47.0% | +43.9% | +14.2% |
| 3M | -17.7% | -43.3% | +25.7% | -5.8% |
| 6M | -4.6% | -50.8% | +46.2% | +11.2% |
| YTD | +0.3% | -30.4% | +30.7% | +3.0% |
| 1Y | +11.7% | -41.7% | +53.4% | +19.0% |
| 3Y | +183.6% | +701.4% | -517.8% | +24.2% |
| 5Y | +141.0% | +1,767.8% | -1,626.8% | -21.3% |
| 10Y | +507.4% | +1,636.8% | -1,129.4% | +84.4% |
| All | +1,710.5% | +941.2% | +769.3% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling