-12.1%
GFS vs CLX
-19.9%
+7.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -5.3% | +13.6% | -18.9% | -5.9% |
| 30D | -15.8% | +29.1% | -44.9% | -17.0% |
| 3M | -18.6% | +1.6% | -20.2% | -18.5% |
| 6M | -45.0% | +18.7% | -63.7% | -45.9% |
| YTD | +16.8% | +11.1% | +5.7% | +16.7% |
| 1Y | +17.8% | +7.0% | +10.8% | +18.2% |
| 3Y | -21.5% | -10.0% | -11.5% | -20.4% |
| 5Y | -29.3% | -22.6% | -6.7% | -28.1% |
| All | -12.1% | -19.9% | +7.8% | -9.4% |
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