-19.8%
CLX vs GGLL
+188.6%
-208.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +13.6% | +3.1% | +10.5% | +13.5% |
| 30D | +23.4% | -36.3% | +59.7% | +25.0% |
| 3M | -2.8% | -40.4% | +37.5% | -1.3% |
| 6M | +14.0% | -54.6% | +68.6% | +16.4% |
| YTD | +4.2% | -31.1% | +35.3% | +5.4% |
| 1Y | -1.2% | -19.2% | +18.0% | 0.0% |
| 3Y | -12.7% | +151.5% | -164.2% | -15.8% |
| All | -19.8% | +188.6% | -208.4% | -23.3% |
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