+3,093.2%
GLW vs CLX
+2,609.7%
+483.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -13.9% | +13.6% | -27.5% | -16.5% |
| 30D | -35.0% | +23.4% | -58.3% | -38.2% |
| 3M | -32.4% | -2.8% | -29.5% | -32.3% |
| 6M | -41.3% | +14.0% | -55.3% | -44.1% |
| YTD | +21.8% | +4.2% | +17.7% | +18.9% |
| 1Y | +21.8% | -1.2% | +23.0% | +20.3% |
| 3Y | +307.7% | -12.7% | +320.4% | +308.8% |
| 5Y | +213.7% | -26.5% | +240.2% | +221.4% |
| 10Y | +509.3% | +20.2% | +489.0% | +426.9% |
| All | +3,093.2% | +2,609.7% | +483.5% | +927.2% |
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 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