+3,273.8%
GLW vs CLX
+2,789.7%
+484.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.5% |
| 7D | -11.1% | +13.6% | -24.8% | -13.7% |
| 30D | -28.4% | +29.1% | -57.5% | -32.6% |
| 3M | -28.8% | +1.6% | -30.4% | -29.4% |
| 6M | -39.8% | +18.7% | -58.5% | -43.0% |
| YTD | +28.7% | +11.1% | +17.6% | +23.9% |
| 1Y | +27.7% | +7.0% | +20.7% | +23.9% |
| 3Y | +331.3% | -10.0% | +341.3% | +330.2% |
| 5Y | +233.4% | -22.6% | +256.1% | +238.1% |
| 10Y | +521.8% | +29.3% | +492.4% | +429.0% |
| All | +3,273.8% | +2,789.7% | +484.0% | +970.3% |
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