-22.7%
CLX vs GRMN
+126.9%
-149.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +7.8% | +1.7% | +6.1% | +7.5% |
| 30D | +28.5% | +10.2% | +18.3% | +26.7% |
| 3M | +1.3% | -4.7% | +6.0% | +1.9% |
| 6M | +23.4% | +22.3% | +1.1% | +19.5% |
| YTD | +11.4% | +46.7% | -35.3% | +5.3% |
| 1Y | +6.9% | +49.6% | -42.7% | +0.7% |
| 3Y | -9.8% | +165.3% | -175.1% | -24.7% |
| 5Y | -22.7% | +130.3% | -153.0% | -38.1% |
| All | -22.7% | +126.9% | -149.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 5y: compounded portfolio wealth divided by compounded GRMN 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…
5y analysis · Full analysis span regression · 6 months rolling