+170.6%
GD vs CLX
+29.7%
+140.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.6% | +7.8% | -7.1% | -0.4% |
| 30D | +9.5% | +28.5% | -19.1% | +5.6% |
| 3M | -5.8% | +1.3% | -7.2% | -6.2% |
| 6M | +7.7% | +23.4% | -15.6% | +4.2% |
| YTD | +11.1% | +11.4% | -0.3% | +8.6% |
| 1Y | +6.1% | +6.9% | -0.8% | +4.4% |
| 3Y | +59.8% | -9.8% | +69.6% | +60.5% |
| 5Y | +104.6% | -22.7% | +127.3% | +107.4% |
| 10Y | +170.6% | +28.7% | +141.8% | +146.9% |
| All | +170.6% | +29.7% | +140.9% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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