+4,542.6%
GLW vs CLX
+2,386.6%
+2,156.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.0% |
| 7D | +3.8% | -9.2% | +13.0% | +6.0% |
| 30D | -1.3% | -11.0% | +9.7% | +1.2% |
| 3M | -21.8% | +5.0% | -26.8% | -23.6% |
| 6M | +6.9% | -18.8% | +25.7% | +11.0% |
| YTD | +77.2% | -4.4% | +81.6% | +77.1% |
| 1Y | +123.2% | -21.9% | +145.1% | +133.3% |
| 3Y | +400.0% | -32.8% | +432.7% | +435.4% |
| 5Y | +342.8% | -34.6% | +377.4% | +368.1% |
| 10Y | +771.4% | -4.7% | +776.1% | +702.9% |
| All | +4,542.6% | +2,386.6% | +2,156.0% | +1,429.6% |
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