-15.3%
CLX vs GGLL
+195.8%
-211.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +5.5% |
| 7D | +17.4% | +6.3% | +11.0% | +17.1% |
| 30D | +27.8% | -35.1% | +62.9% | +29.4% |
| 3M | +3.0% | -37.7% | +40.7% | +4.4% |
| 6M | +17.5% | -54.1% | +71.6% | +19.9% |
| YTD | +10.0% | -29.4% | +39.4% | +11.2% |
| 1Y | +3.3% | -13.4% | +16.7% | +4.4% |
| 3Y | -10.1% | +158.3% | -168.4% | -13.4% |
| All | -15.3% | +195.8% | -211.2% | -19.0% |
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