+75.8%
GM vs CLX
-38.5%
+114.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -2.4% | -5.7% | +3.3% | -1.2% |
| 30D | -1.1% | -17.0% | +15.9% | +2.8% |
| 3M | +6.1% | -9.7% | +15.8% | +8.2% |
| 6M | +15.0% | -19.8% | +34.8% | +19.8% |
| YTD | +6.0% | -9.8% | +15.8% | +7.6% |
| 1Y | +47.1% | -26.2% | +73.3% | +55.4% |
| 3Y | +170.5% | -36.2% | +206.7% | +190.4% |
| All | +75.8% | -38.5% | +114.3% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling