+486.7%
GS vs CLX
+19.4%
+467.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.2% | +13.6% | -16.8% | -4.4% |
| 30D | -2.4% | +23.4% | -25.8% | -4.4% |
| 3M | -15.7% | -2.8% | -12.9% | -15.6% |
| 6M | -6.8% | +14.0% | -20.8% | -8.3% |
| YTD | -0.1% | +4.2% | -4.2% | -0.9% |
| 1Y | +12.1% | -1.2% | +13.3% | +11.7% |
| 3Y | +185.8% | -12.7% | +198.5% | +187.4% |
| 5Y | +140.1% | -26.5% | +166.6% | +143.1% |
| All | +486.7% | +19.4% | +467.3% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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