-1.5%
GLD vs CLX
-1.9%
+0.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +4.7% | +13.6% | -8.9% | +2.8% |
| 30D | -0.9% | +23.4% | -24.3% | -3.9% |
| 3M | -4.4% | -2.8% | -1.6% | -4.2% |
| 6M | -13.6% | +14.0% | -27.5% | -15.8% |
| YTD | -6.0% | +4.2% | -10.2% | -0.2% |
| All | -1.5% | -1.9% | +0.3% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling