+40.1%
GILD vs CLX
-4.9%
+45.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | +1.2% | +12.4% | -11.3% | -1.1% |
| 30D | +16.2% | +21.1% | -4.9% | +12.1% |
| 3M | +27.9% | -3.3% | +31.2% | +27.9% |
| 6M | +27.1% | +18.8% | +8.3% | +22.4% |
| YTD | +39.0% | +3.9% | +35.1% | +44.9% |
| 1Y | +40.1% | -3.8% | +43.9% | +45.5% |
| All | +40.1% | -4.9% | +45.0% | +45.5% |
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