+91.6%
GD vs CLBK
+67.9%
+23.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | +1.2% | -6.5% | -5.6% |
| 30D | -6.4% | +9.1% | -15.6% | -9.0% |
| 3M | +5.7% | +27.7% | -22.0% | -2.3% |
| 6M | -0.9% | +40.8% | -41.8% | -11.4% |
| YTD | +8.2% | +66.4% | -58.2% | -8.7% |
| 1Y | +13.4% | +72.4% | -59.0% | -5.7% |
| 3Y | +68.5% | +50.7% | +17.8% | +41.7% |
| 5Y | +97.2% | +42.9% | +54.2% | +56.7% |
| All | +91.6% | +67.9% | +23.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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