-23.7%
CLX vs GAP
+10.4%
-34.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +5.3% |
| 7D | +17.4% | 0.0% | +17.3% | +17.4% |
| 30D | +27.8% | -4.3% | +32.1% | +28.2% |
| 3M | +3.0% | +9.4% | -6.4% | +2.1% |
| 6M | +17.5% | -3.3% | +20.8% | +17.5% |
| YTD | +10.0% | -10.5% | +20.5% | +10.3% |
| 1Y | +3.3% | -2.4% | +5.7% | +2.9% |
| 3Y | -10.1% | +80.1% | -90.2% | -17.5% |
| 5Y | -23.7% | +6.5% | -30.2% | -31.8% |
| All | -23.7% | +10.4% | -34.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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