-24.7%
CLX vs GH
+172.3%
-197.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -5.9% | -1.2% | -4.6% | -5.8% |
| 30D | -17.0% | -3.7% | -13.4% | -17.0% |
| 3M | -9.6% | +21.7% | -31.3% | -10.3% |
| 6M | -21.5% | +75.7% | -97.3% | -22.9% |
| YTD | -8.8% | +55.7% | -64.5% | -10.7% |
| 1Y | -24.7% | +181.1% | -205.8% | -23.3% |
| All | -24.7% | +172.3% | -197.0% | -23.3% |
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