+1,710.5%
GS vs CLX
+277.8%
+1,432.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.5% |
| 7D | -6.3% | +12.4% | -18.8% | -9.3% |
| 30D | -3.1% | +21.1% | -24.3% | -8.1% |
| 3M | -17.7% | -3.3% | -14.3% | -17.1% |
| 6M | -4.6% | +18.8% | -23.4% | -9.8% |
| YTD | +0.3% | +3.9% | -3.6% | -2.2% |
| 1Y | +11.7% | -3.8% | +15.5% | +11.1% |
| 3Y | +183.6% | -10.5% | +194.1% | +183.2% |
| 5Y | +141.0% | -26.7% | +167.6% | +148.6% |
| 10Y | +507.4% | +19.9% | +487.5% | +394.9% |
| All | +1,710.5% | +277.8% | +1,432.7% | +867.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling