-38.9%
CLX vs GPN
-44.7%
+5.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.7% | -4.6% | -1.1% | -5.1% |
| 30D | -17.0% | -0.3% | -16.7% | -17.0% |
| 3M | -9.7% | +35.4% | -45.1% | -13.3% |
| 6M | -19.8% | +21.7% | -41.5% | -22.2% |
| YTD | -9.8% | +14.9% | -24.7% | -12.1% |
| 1Y | -26.2% | +3.2% | -29.4% | -27.1% |
| 3Y | -36.2% | -27.1% | -9.0% | -34.8% |
| All | -38.9% | -44.7% | +5.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling