-24.9%
GFS vs CLBK
+44.9%
-69.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.8% |
| 7D | -7.8% | +0.6% | -8.5% | -8.0% |
| 30D | -19.7% | +2.9% | -22.5% | -20.7% |
| 3M | -23.1% | +3.0% | -26.1% | -24.1% |
| 6M | -46.4% | +27.3% | -73.7% | -51.9% |
| YTD | +11.0% | +58.0% | -47.0% | -10.1% |
| 1Y | +12.6% | +62.4% | -49.7% | -10.0% |
| 3Y | -24.9% | +46.9% | -71.9% | -38.9% |
| All | -24.9% | +44.9% | -69.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling