+2,245.9%
CLX vs GFI
+682.6%
+1,563.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.2% |
| 7D | -4.9% | +4.7% | -9.6% | -5.0% |
| 30D | -15.8% | +14.4% | -30.2% | -16.0% |
| 3M | -7.9% | +32.5% | -40.4% | -8.3% |
| 6M | -19.0% | -7.2% | -11.9% | -19.1% |
| YTD | -7.9% | +10.9% | -18.8% | -8.1% |
| 1Y | -25.4% | +35.5% | -60.8% | -25.7% |
| 3Y | -35.0% | +312.1% | -347.1% | -36.2% |
| 5Y | -36.8% | +524.6% | -561.3% | -38.4% |
| 10Y | -1.4% | +1,092.7% | -1,094.2% | -4.3% |
| All | +2,245.9% | +682.6% | +1,563.4% | +2,293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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