+212.2%
GLD vs CLX
+26.7%
+185.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.6% |
| 7D | +4.9% | +17.4% | -12.4% | +4.2% |
| 30D | -1.3% | +27.8% | -29.1% | -2.4% |
| 3M | -4.8% | +3.0% | -7.8% | -5.0% |
| 6M | -12.5% | +17.5% | -30.0% | -13.2% |
| YTD | -4.2% | +10.0% | -14.2% | -4.5% |
| 1Y | +3.0% | +3.3% | -0.2% | +2.9% |
| 3Y | +109.1% | -10.1% | +119.3% | +109.0% |
| 5Y | +121.6% | -23.7% | +145.3% | +122.3% |
| 10Y | +212.2% | +24.9% | +187.3% | +207.0% |
| All | +212.2% | +26.7% | +185.5% | +207.0% |
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