+97.2%
GD vs CLX
-34.6%
+131.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.3% | -9.2% | +4.0% | -4.0% |
| 30D | -6.4% | -11.0% | +4.6% | -4.9% |
| 3M | +5.7% | +5.0% | +0.7% | +4.8% |
| 6M | -0.9% | -18.8% | +17.9% | +1.7% |
| YTD | +8.2% | -4.4% | +12.6% | +8.2% |
| 1Y | +13.4% | -21.9% | +35.3% | +16.9% |
| 3Y | +68.5% | -32.8% | +101.2% | +77.4% |
| All | +97.2% | -34.6% | +131.9% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling