-36.8%
CLX vs GME
-55.8%
+19.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.2% |
| 7D | -4.9% | +4.8% | -9.8% | -4.9% |
| 30D | -15.8% | +5.9% | -21.7% | -15.8% |
| 3M | -7.9% | -10.7% | +2.8% | -7.9% |
| 6M | -19.0% | -19.8% | +0.8% | -19.0% |
| YTD | -7.9% | -0.9% | -7.0% | -8.0% |
| 1Y | -25.4% | -15.7% | -9.7% | -25.4% |
| 3Y | -35.0% | +12.3% | -47.3% | -36.2% |
| 5Y | -36.8% | -60.1% | +23.3% | -39.3% |
| All | -36.8% | -55.8% | +19.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling