+2,336.0%
CLX vs GPC
+2,341.8%
-5.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -9.2% | +1.2% | -10.4% | -9.5% |
| 30D | -11.0% | +6.0% | -17.0% | -12.5% |
| 3M | +5.0% | +42.6% | -37.6% | -4.8% |
| 6M | -18.8% | +22.8% | -41.6% | -23.5% |
| YTD | -4.4% | +15.5% | -19.9% | -8.8% |
| 1Y | -21.9% | +2.0% | -23.9% | -23.0% |
| 3Y | -32.8% | -1.4% | -31.3% | -34.6% |
| 5Y | -34.6% | +30.6% | -65.2% | -41.6% |
| 10Y | -4.7% | +80.6% | -85.3% | -26.8% |
| All | +2,336.0% | +2,341.8% | -5.8% | +650.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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