+457.2%
GS vs CLX
+26.5%
+430.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +1.6% | +13.6% | -12.1% | +0.2% |
| 30D | +1.7% | +29.1% | -27.4% | -1.0% |
| 3M | -11.6% | +1.6% | -13.2% | -11.9% |
| 6M | -1.9% | +18.7% | -20.6% | -3.9% |
| YTD | +5.1% | +11.1% | -6.0% | +3.4% |
| 1Y | +16.4% | +7.0% | +9.4% | +15.0% |
| 3Y | +199.0% | -10.0% | +208.9% | +199.9% |
| 5Y | +157.4% | -22.6% | +180.1% | +159.4% |
| 10Y | +457.2% | +29.3% | +427.9% | +447.9% |
| All | +457.2% | +26.5% | +430.7% | +447.9% |
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