+90.9%
GD vs CLBK
+57.9%
+33.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -3.9% | +2.5% | -6.4% | -4.7% |
| 30D | +8.1% | -1.2% | +9.2% | +8.4% |
| 3M | -6.8% | +2.6% | -9.4% | -7.7% |
| 6M | +3.0% | +26.5% | -23.5% | -4.7% |
| YTD | +7.8% | +56.4% | -48.7% | -7.3% |
| 1Y | +5.8% | +58.8% | -53.0% | -9.6% |
| 3Y | +55.3% | +43.3% | +12.1% | +32.7% |
| 5Y | +96.7% | +24.0% | +72.6% | +67.5% |
| All | +90.9% | +57.9% | +33.1% | +31.3% |
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