-19.1%
CLX vs GTLB
-49.4%
+30.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +9.5% | -0.7% | +10.3% | +9.5% |
| 30D | +30.7% | -10.2% | +40.9% | +30.6% |
| 3M | +4.2% | +10.1% | -5.9% | +4.3% |
| 6M | +22.1% | +116.5% | -94.3% | +22.8% |
| YTD | +14.1% | +27.2% | -13.1% | +14.7% |
| 1Y | +10.3% | +8.6% | +1.8% | +10.9% |
| 3Y | -7.8% | +5.6% | -13.4% | -7.3% |
| 5Y | -20.8% | -61.8% | +41.0% | -22.5% |
| All | -19.1% | -49.4% | +30.3% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling