+140.2%
GS vs CLX
-26.6%
+166.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.4% |
| 7D | -6.3% | +12.4% | -18.8% | -7.4% |
| 30D | -3.1% | +21.1% | -24.3% | -5.0% |
| 3M | -17.7% | -3.3% | -14.3% | -17.5% |
| 6M | -4.6% | +18.8% | -23.4% | -6.7% |
| YTD | +0.3% | +3.9% | -3.6% | -0.6% |
| 1Y | +11.7% | -3.8% | +15.5% | +11.7% |
| 3Y | +183.6% | -10.5% | +194.1% | +184.5% |
| All | +140.2% | -26.6% | +166.8% | +143.2% |
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