-34.7%
CLX vs GTLB
-50.8%
+16.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.2% |
| 7D | -4.9% | -6.6% | +1.6% | -5.0% |
| 30D | -15.8% | +13.7% | -29.6% | -15.7% |
| 3M | -7.9% | +52.9% | -60.8% | -7.7% |
| 6M | -19.0% | +88.5% | -107.5% | -18.6% |
| YTD | -7.9% | +23.4% | -31.4% | -7.4% |
| 1Y | -25.4% | -3.8% | -21.5% | -25.0% |
| 3Y | -35.0% | -11.5% | -23.5% | -34.8% |
| All | -34.7% | -50.8% | +16.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling