-46.4%
GFS vs CLBK
+27.2%
-73.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.0% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | -19.7% | +2.9% | -22.5% | -19.9% |
| 3M | -23.1% | +3.0% | -26.1% | -22.3% |
| 6M | -46.4% | +27.3% | -73.7% | -49.8% |
| All | -46.4% | +27.2% | -73.6% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling