-5.6%
CLX vs GH
+80.5%
-86.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +5.8% |
| 7D | +14.2% | -7.7% | +21.9% | +14.4% |
| 30D | +22.7% | -10.0% | +32.6% | +23.1% |
| 3M | -2.8% | +5.5% | -8.3% | -3.2% |
| 6M | +17.7% | +84.9% | -67.2% | +13.6% |
| YTD | +3.3% | +65.0% | -61.7% | -1.0% |
| 1Y | -5.6% | +71.8% | -77.4% | -10.4% |
| All | -5.6% | +80.5% | -86.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling