+816.6%
GLD vs CLX
+209.8%
+606.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | -9.2% | +8.7% | -0.5% |
| 30D | +4.4% | -11.0% | +15.4% | +4.4% |
| 3M | -1.1% | +5.0% | -6.1% | -1.1% |
| 6M | -13.8% | -18.8% | +5.0% | -13.8% |
| YTD | +2.6% | -4.4% | +7.0% | +2.8% |
| 1Y | +24.5% | -21.9% | +46.4% | +24.5% |
| 3Y | +125.8% | -32.8% | +158.6% | +125.6% |
| 5Y | +137.8% | -34.6% | +172.4% | +137.6% |
| 10Y | +221.4% | -4.7% | +226.1% | +230.3% |
| All | +816.6% | +209.8% | +606.8% | +950.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling