+502.4%
GFI vs CLBK
+43.5%
+458.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.2% |
| 6M | -8.3% | +44.2% | -52.5% | -6.2% |
| YTD | +6.3% | +64.0% | -57.7% | +9.9% |
| 1Y | +22.1% | +65.7% | -43.6% | +26.7% |
| 3Y | +289.2% | +54.1% | +235.1% | +304.3% |
| All | +502.4% | +43.5% | +458.9% | +553.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling