-36.8%
CLX vs GH
+24.4%
-61.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -4.9% | -0.2% | -4.8% | -4.9% |
| 30D | -15.8% | -2.6% | -13.2% | -15.8% |
| 3M | -7.9% | +25.1% | -33.0% | -8.5% |
| 6M | -19.0% | +78.5% | -97.5% | -20.3% |
| YTD | -7.9% | +59.4% | -67.3% | -9.2% |
| 1Y | -25.4% | +173.9% | -199.2% | -27.4% |
| 3Y | -35.0% | +382.7% | -417.8% | -38.6% |
| 5Y | -36.8% | +24.4% | -61.2% | -41.1% |
| All | -36.8% | +24.4% | -61.2% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling