-35.3%
CLX vs GTLB
-49.8%
+14.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -5.9% | -4.1% | -1.8% | -5.9% |
| 30D | -17.0% | +12.3% | -29.4% | -17.0% |
| 3M | -9.6% | +65.9% | -75.5% | -9.2% |
| 6M | -21.5% | +104.0% | -125.5% | -21.1% |
| YTD | -8.8% | +26.0% | -34.8% | -8.3% |
| 1Y | -24.7% | -3.5% | -21.2% | -24.2% |
| 3Y | -35.6% | -9.6% | -26.0% | -35.4% |
| All | -35.3% | -49.8% | +14.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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