-20.1%
GFS vs CLX
-6.4%
-13.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.7% |
| 7D | +7.4% | +9.5% | -2.1% | +7.4% |
| 30D | -15.3% | +30.7% | -46.0% | -15.2% |
| 3M | -21.1% | +4.2% | -25.3% | -20.6% |
| 6M | -44.5% | +22.1% | -66.6% | -44.8% |
| YTD | +19.2% | +14.1% | +5.2% | +21.9% |
| 1Y | +27.2% | +10.3% | +16.9% | +30.5% |
| 3Y | -20.1% | -7.8% | -12.3% | -16.4% |
| All | -20.1% | -6.4% | -13.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling