+867.9%
GLW vs CLX
-3.8%
+871.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +16.9% | -4.9% | +21.8% | +17.5% |
| 30D | +7.0% | -15.8% | +22.8% | +9.1% |
| 3M | -3.0% | -7.9% | +5.0% | -2.4% |
| 6M | +31.0% | -19.0% | +50.0% | +34.0% |
| YTD | +93.4% | -7.9% | +101.3% | +94.8% |
| 1Y | +134.7% | -25.4% | +160.1% | +143.0% |
| 3Y | +471.8% | -35.0% | +506.8% | +498.7% |
| 5Y | +394.5% | -36.8% | +431.2% | +412.0% |
| 10Y | +867.9% | -1.4% | +869.4% | +806.2% |
| All | +867.9% | -3.8% | +871.8% | +806.2% |
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 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