+19,778.3%
GD vs CLX
+2,602.7%
+17,175.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -3.9% | +12.4% | -16.3% | -6.3% |
| 30D | +8.1% | +21.1% | -13.0% | +3.7% |
| 3M | -6.8% | -3.3% | -3.5% | -6.3% |
| 6M | +3.0% | +18.8% | -15.8% | -1.3% |
| YTD | +7.8% | +3.9% | +3.9% | +5.8% |
| 1Y | +5.8% | -3.8% | +9.6% | +5.5% |
| 3Y | +55.3% | -10.5% | +65.8% | +55.9% |
| 5Y | +96.7% | -26.7% | +123.4% | +102.6% |
| 10Y | +195.4% | +19.9% | +175.5% | +162.5% |
| All | +19,778.3% | +2,602.7% | +17,175.6% | +9,539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling