-23.3%
CLX vs GH
+467.1%
-490.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -5.7% | -2.5% | -3.2% | -5.6% |
| 30D | -17.0% | -4.7% | -12.3% | -16.9% |
| 3M | -9.7% | +20.2% | -29.9% | -10.2% |
| 6M | -19.8% | +78.8% | -98.6% | -21.1% |
| YTD | -9.8% | +54.1% | -63.9% | -11.0% |
| 1Y | -26.2% | +177.1% | -203.2% | -28.2% |
| 3Y | -36.2% | +371.6% | -407.8% | -39.6% |
| 5Y | -38.3% | +21.9% | -60.3% | -40.6% |
| All | -23.3% | +467.1% | -490.4% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling