+12.6%
GFS vs CLX
-3.5%
+16.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +6.0% | +6.3% |
| 7D | -7.8% | +13.6% | -21.4% | -6.3% |
| 30D | -19.7% | +23.4% | -43.0% | -17.5% |
| 3M | -23.1% | -2.8% | -20.3% | -22.7% |
| 6M | -46.4% | +14.0% | -60.4% | -46.3% |
| YTD | +11.0% | +4.2% | +6.9% | +25.3% |
| 1Y | +12.6% | -1.2% | +13.8% | +28.9% |
| All | +12.6% | -3.5% | +16.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling