+213.3%
GLD vs CLX
-3.9%
+217.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.7% |
| 7D | +0.7% | -3.5% | +4.3% | +0.9% |
| 30D | +0.3% | -11.9% | +12.2% | +0.8% |
| 3M | +0.6% | -2.6% | +3.2% | +0.7% |
| 6M | -15.6% | -18.2% | +2.6% | -15.0% |
| YTD | +0.9% | -5.9% | +6.8% | +1.3% |
| 1Y | +19.4% | -23.8% | +43.2% | +20.5% |
| 3Y | +124.5% | -33.6% | +158.0% | +127.2% |
| 5Y | +138.9% | -35.7% | +174.6% | +141.7% |
| 10Y | +213.3% | -2.5% | +215.8% | +220.5% |
| All | +213.3% | -3.9% | +217.2% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling