+59.8%
GD vs CLX
-10.0%
+69.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.5% |
| 7D | -3.0% | +17.4% | -20.4% | -5.1% |
| 30D | +9.3% | +27.8% | -18.5% | +5.8% |
| 3M | -7.2% | +3.0% | -10.2% | -7.8% |
| 6M | +5.5% | +17.5% | -12.1% | +2.9% |
| YTD | +9.5% | +10.0% | -0.5% | +7.3% |
| 1Y | +6.4% | +3.3% | +3.1% | +5.4% |
| 3Y | +59.8% | -10.1% | +70.0% | +64.5% |
| All | +59.8% | -10.0% | +69.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling