+188.5%
GD vs CLX
+19.4%
+169.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -5.0% | +13.6% | -18.6% | -6.7% |
| 30D | +8.9% | +23.4% | -14.4% | +5.7% |
| 3M | -8.0% | -2.8% | -5.2% | -7.8% |
| 6M | +2.9% | +14.0% | -11.1% | +0.7% |
| YTD | +7.1% | +4.2% | +2.9% | +5.7% |
| 1Y | +5.9% | -1.2% | +7.1% | +5.4% |
| 3Y | +53.9% | -12.7% | +66.5% | +55.2% |
| 5Y | +95.4% | -26.5% | +121.9% | +99.4% |
| All | +188.5% | +19.4% | +169.1% | +178.0% |
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