-33.8%
GIS vs CLX
-20.8%
-13.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -3.4% | +9.5% | -12.9% | -6.7% |
| 30D | +6.9% | +30.7% | -23.8% | -3.4% |
| 3M | -10.1% | +4.2% | -14.4% | -11.8% |
| 6M | +5.9% | +22.1% | -16.3% | -2.3% |
| YTD | -21.1% | +14.1% | -35.2% | -25.4% |
| 1Y | -22.5% | +10.3% | -32.8% | -26.0% |
| 3Y | -39.0% | -7.8% | -31.2% | -38.1% |
| All | -33.8% | -20.8% | -13.0% | -30.2% |
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