-5.6%
CLX vs GME
+15.0%
-20.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +5.8% |
| 7D | +14.2% | +7.8% | +6.4% | +14.5% |
| 30D | +22.7% | -0.4% | +23.1% | +22.5% |
| 3M | -2.8% | +30.9% | -33.6% | -1.5% |
| 6M | +17.7% | +5.5% | +12.2% | +18.5% |
| YTD | +3.3% | +25.2% | -21.9% | +2.3% |
| 1Y | -5.6% | +14.4% | -20.0% | -7.2% |
| All | -5.6% | +15.0% | -20.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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