+7.0%
CLX vs GGLL
-17.3%
+24.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +13.6% | +5.1% | +8.5% | +13.1% |
| 30D | +29.1% | -35.5% | +64.5% | +34.4% |
| 3M | +1.6% | -39.2% | +40.7% | +6.4% |
| 6M | +18.7% | -54.4% | +73.1% | +28.2% |
| YTD | +11.1% | -29.8% | +40.9% | +13.1% |
| 1Y | +7.0% | -20.4% | +27.4% | +7.1% |
| All | +7.0% | -17.3% | +24.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling