-12.2%
CLX vs GGLL
+210.8%
-223.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | +9.5% | +7.7% | +1.8% | +9.2% |
| 30D | +30.7% | -30.2% | +60.9% | +32.0% |
| 3M | +4.2% | -31.3% | +35.5% | +5.3% |
| 6M | +22.1% | -52.1% | +74.2% | +24.4% |
| YTD | +14.1% | -25.9% | +39.9% | +15.1% |
| 1Y | +10.3% | -8.5% | +18.8% | +11.2% |
| 3Y | -7.8% | +165.5% | -173.3% | -11.2% |
| All | -12.2% | +210.8% | -223.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling