+165.2%
GD vs CLX
+32.0%
+133.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | +9.5% | -6.8% | +1.3% |
| 30D | +8.6% | +30.7% | -22.1% | +4.5% |
| 3M | -7.1% | +4.2% | -11.3% | -7.8% |
| 6M | +7.5% | +22.1% | -14.7% | +4.1% |
| YTD | +9.9% | +14.1% | -4.2% | +7.2% |
| 1Y | +7.6% | +10.3% | -2.8% | +5.3% |
| 3Y | +56.2% | -7.8% | +64.0% | +56.4% |
| 5Y | +100.6% | -20.8% | +121.5% | +102.6% |
| All | +165.2% | +32.0% | +133.2% | +141.1% |
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