-29.3%
GFS vs CLX
-10.5%
-18.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.4% | -9.9% |
| 7D | -20.7% | +12.4% | -33.1% | -20.7% |
| 30D | -25.2% | +21.1% | -46.3% | -25.3% |
| 3M | -26.3% | -3.3% | -23.0% | -25.9% |
| 6M | -50.7% | +18.8% | -69.5% | -51.7% |
| YTD | +4.5% | +3.9% | +0.6% | +6.7% |
| 1Y | +2.5% | -3.8% | +6.3% | +5.6% |
| All | -29.3% | -10.5% | -18.9% | -32.1% |
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