-2.5%
CLX vs GPC
+79.8%
-82.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.0% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -2.6% | +39.2% | -41.8% | -8.6% |
| 6M | -18.2% | +18.2% | -36.4% | -21.0% |
| YTD | -5.9% | +12.1% | -18.0% | -8.5% |
| 1Y | -23.8% | -0.7% | -23.2% | -24.4% |
| 3Y | -33.6% | -1.7% | -31.9% | -34.9% |
| 5Y | -35.7% | +29.3% | -65.0% | -39.4% |
| 10Y | -2.5% | +80.7% | -83.2% | -12.8% |
| All | -2.5% | +79.8% | -82.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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