-2.7%
GFS vs CLBK
+38.4%
-41.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | -16.4% | +7.8% | -24.2% | -18.3% |
| 3M | -41.6% | +23.9% | -65.5% | -45.6% |
| 6M | -3.7% | +42.3% | -46.0% | -14.2% |
| YTD | +29.3% | +65.4% | -36.1% | +9.5% |
| 1Y | +37.1% | +70.3% | -33.2% | +14.7% |
| 3Y | -22.1% | +54.5% | -76.6% | -33.5% |
| All | -2.7% | +38.4% | -41.1% | -14.8% |
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