-2.4%
GFS vs CLX
-31.1%
+28.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | +1.0% | -9.2% | +10.2% | +1.7% |
| 30D | -8.6% | -11.0% | +2.5% | -7.9% |
| 3M | -46.5% | +5.0% | -51.6% | -47.2% |
| 6M | -4.8% | -18.8% | +14.0% | -2.4% |
| YTD | +29.7% | -4.4% | +34.1% | +30.6% |
| 1Y | +35.8% | -21.9% | +57.7% | +40.1% |
| 3Y | -18.3% | -32.8% | +14.4% | -15.6% |
| All | -2.4% | -31.1% | +28.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling