+1,326.1%
GFI vs CLBK
+65.5%
+1,260.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.9% | -1.5% | -3.4% | -4.9% |
| 30D | +10.7% | -1.0% | +11.8% | +10.7% |
| 3M | +25.6% | +22.9% | +2.7% | +25.9% |
| 6M | -8.3% | +44.2% | -52.5% | -7.8% |
| YTD | +6.3% | +64.0% | -57.7% | +7.2% |
| 1Y | +22.1% | +65.7% | -43.6% | +23.3% |
| 3Y | +289.2% | +54.1% | +235.1% | +293.1% |
| 5Y | +531.7% | +44.7% | +487.0% | +532.2% |
| All | +1,326.1% | +65.5% | +1,260.7% | +1,352.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling