+335.6%
CLX vs GME
+1,082.6%
-747.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | +7.2% | -16.5% | -9.4% |
| 30D | -11.0% | +0.8% | -11.8% | -11.1% |
| 3M | +5.0% | -14.0% | +19.0% | +5.5% |
| 6M | -18.8% | -19.7% | +0.9% | -18.4% |
| YTD | -4.4% | -4.6% | +0.2% | -4.4% |
| 1Y | -21.9% | -14.3% | -7.5% | -21.7% |
| 3Y | -32.8% | +4.0% | -36.8% | -35.9% |
| 5Y | -34.6% | -62.2% | +27.6% | -36.9% |
| 10Y | -4.7% | +241.4% | -246.1% | -32.9% |
| All | +335.6% | +1,082.6% | -747.0% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling