+554.2%
GLW vs CLX
+30.5%
+523.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +15.5% | +8.5% | +7.0% | +14.5% |
| 30D | -19.6% | +30.0% | -49.5% | -21.9% |
| 3M | -28.5% | +3.8% | -32.3% | -28.8% |
| 6M | -39.5% | +24.6% | -64.1% | -41.6% |
| YTD | +37.2% | +12.8% | +24.4% | +35.1% |
| 1Y | +35.4% | +8.6% | +26.8% | +33.9% |
| 3Y | +359.7% | -8.6% | +368.3% | +361.3% |
| 5Y | +244.0% | -21.8% | +265.8% | +247.6% |
| All | +554.2% | +30.5% | +523.7% | +484.4% |
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