-25.4%
CLX vs GME
-13.9%
-11.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -1.9% |
| 7D | -4.9% | +4.8% | -9.8% | -4.7% |
| 30D | -15.8% | +5.9% | -21.7% | -15.5% |
| 3M | -7.9% | -10.7% | +2.8% | -8.2% |
| 6M | -19.0% | -19.8% | +0.8% | -19.5% |
| YTD | -7.9% | -0.9% | -7.0% | -8.4% |
| 1Y | -25.4% | -15.7% | -9.7% | -26.9% |
| All | -25.4% | -13.9% | -11.5% | -26.9% |
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