-32.2%
CLX vs GTLB
-47.1%
+15.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -9.2% | +11.1% | -20.3% | -9.2% |
| 30D | -11.0% | +37.8% | -48.9% | -10.8% |
| 3M | +5.0% | +61.6% | -56.5% | +5.4% |
| 6M | -18.8% | +98.9% | -117.7% | -18.3% |
| YTD | -4.4% | +32.8% | -37.2% | -3.9% |
| 1Y | -21.9% | +14.7% | -36.5% | -21.4% |
| 3Y | -32.8% | +1.3% | -34.1% | -32.4% |
| All | -32.2% | -47.1% | +15.0% | -33.9% |
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