+142.4%
GILD vs CLX
-38.5%
+181.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | -4.8% | -5.7% | +0.9% | -3.5% |
| 30D | +5.8% | -17.0% | +22.8% | +10.6% |
| 3M | +14.9% | -9.7% | +24.6% | +17.5% |
| 6M | -0.4% | -19.8% | +19.5% | +4.8% |
| YTD | +18.5% | -9.8% | +28.4% | +20.9% |
| 1Y | +25.1% | -26.2% | +51.3% | +34.3% |
| 3Y | +105.9% | -36.2% | +142.1% | +128.4% |
| All | +142.4% | -38.5% | +181.0% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling