-22.6%
CLX vs GME
-49.3%
+26.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +9.5% | +2.9% | +6.6% | +9.5% |
| 30D | +30.7% | -4.8% | +35.5% | +30.7% |
| 3M | +4.2% | +39.2% | -35.0% | +4.1% |
| 6M | +22.1% | +17.1% | +5.0% | +22.0% |
| YTD | +14.1% | +28.7% | -14.7% | +13.9% |
| 1Y | +10.3% | +23.3% | -13.0% | +10.2% |
| 3Y | -7.8% | +112.9% | -120.7% | -10.4% |
| All | -22.6% | -49.3% | +26.6% | -26.7% |
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