+205.6%
GLD vs CLX
+30.5%
+175.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | -5.5% | +8.5% | -14.0% | -5.8% |
| 30D | -7.0% | +30.0% | -37.0% | -8.1% |
| 3M | -12.4% | +3.8% | -16.1% | -12.6% |
| 6M | -18.0% | +24.6% | -42.7% | -18.9% |
| YTD | -10.5% | +12.8% | -23.2% | -10.8% |
| 1Y | -8.1% | +8.6% | -16.7% | -8.4% |
| 3Y | +97.7% | -8.6% | +106.3% | +97.4% |
| 5Y | +103.4% | -21.8% | +125.2% | +103.9% |
| All | +205.6% | +30.5% | +175.1% | +200.9% |
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