-32.0%
CLX vs GGLL
+245.5%
-277.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -9.2% | -4.8% | -4.5% | -9.1% |
| 30D | -11.0% | -13.7% | +2.6% | -10.7% |
| 3M | +5.0% | -21.9% | +26.9% | +5.5% |
| 6M | -18.8% | +11.7% | -30.5% | -18.4% |
| YTD | -4.4% | +2.3% | -6.7% | -4.1% |
| 1Y | -21.9% | +76.2% | -98.0% | -20.8% |
| All | -32.0% | +245.5% | -277.5% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling