+39.3%
GEHC vs CLX
-13.1%
+52.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.1% |
| 7D | +0.8% | +9.5% | -8.7% | -1.9% |
| 30D | +21.3% | +30.7% | -9.4% | +12.2% |
| 3M | +12.6% | +4.2% | +8.3% | +10.7% |
| 6M | +34.3% | +22.1% | +12.2% | +26.3% |
| YTD | +1.4% | +14.1% | -12.7% | -3.3% |
| 1Y | +12.5% | +10.3% | +2.1% | +8.1% |
| 3Y | +19.2% | -7.8% | +27.0% | +20.4% |
| All | +39.3% | -13.1% | +52.3% | +42.4% |
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 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