-21.8%
CLX vs GTLB
-61.5%
+39.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +8.5% | -3.5% | +12.0% | +8.5% |
| 30D | +30.0% | -9.0% | +39.0% | +29.9% |
| 3M | +3.8% | +15.9% | -12.1% | +3.9% |
| 6M | +24.6% | +104.9% | -80.2% | +25.4% |
| YTD | +12.8% | +26.0% | -13.2% | +13.4% |
| 1Y | +8.6% | +1.8% | +6.8% | +9.2% |
| 3Y | -8.6% | +6.0% | -14.6% | -8.1% |
| 5Y | -21.8% | -62.2% | +40.4% | -25.3% |
| All | -21.8% | -61.5% | +39.8% | -25.3% |
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