+128.5%
GLD vs CLX
-32.3%
+160.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | -9.2% | +8.7% | -0.1% |
| 30D | +4.4% | -11.0% | +15.4% | +4.9% |
| 3M | -1.1% | +5.0% | -6.1% | -1.3% |
| 6M | -13.8% | -18.8% | +5.0% | -13.2% |
| YTD | +2.6% | -4.4% | +7.0% | +4.0% |
| 1Y | +24.5% | -21.9% | +46.4% | +25.8% |
| All | +128.5% | -32.3% | +160.8% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling