+160.0%
GS vs CLX
-22.3%
+182.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -0.1% | +7.8% | -7.9% | -0.9% |
| 30D | +3.7% | +28.5% | -24.8% | +1.0% |
| 3M | -10.0% | +1.3% | -11.3% | -10.3% |
| 6M | -1.0% | +23.4% | -24.4% | -3.5% |
| YTD | +7.0% | +11.4% | -4.4% | +5.3% |
| 1Y | +16.6% | +6.9% | +9.7% | +15.3% |
| 3Y | +204.4% | -9.8% | +214.2% | +205.8% |
| 5Y | +160.0% | -22.7% | +182.7% | +161.3% |
| All | +160.0% | -22.3% | +182.3% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling