-4.4%
CLX vs GPN
+28.2%
-32.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.7% | -4.6% | -1.1% | -5.2% |
| 30D | -17.0% | -0.3% | -16.7% | -17.0% |
| 3M | -9.7% | +35.4% | -45.1% | -12.4% |
| 6M | -19.8% | +21.7% | -41.5% | -21.6% |
| YTD | -9.8% | +14.9% | -24.7% | -11.6% |
| 1Y | -26.2% | +3.2% | -29.4% | -26.9% |
| 3Y | -36.2% | -27.1% | -9.0% | -35.4% |
| 5Y | -38.3% | -44.4% | +6.0% | -37.2% |
| All | -4.4% | +28.2% | -32.6% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling