-20.1%
GFS vs CLBK
+54.0%
-74.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +7.4% | +0.9% | +6.5% | +7.0% |
| 30D | -15.3% | +3.4% | -18.7% | -16.5% |
| 3M | -21.1% | -4.3% | -16.8% | -19.7% |
| 6M | -44.5% | +28.4% | -72.8% | -50.4% |
| YTD | +19.2% | +59.4% | -40.2% | -3.6% |
| 1Y | +27.2% | +64.8% | -37.6% | +1.1% |
| 3Y | -20.1% | +50.6% | -70.7% | -35.5% |
| All | -20.1% | +54.0% | -74.1% | -35.5% |
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