-2.4%
GFS vs CLBK
+39.2%
-41.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | -8.6% | +9.1% | -17.7% | -11.0% |
| 3M | -46.5% | +27.7% | -74.2% | -50.7% |
| 6M | -4.8% | +40.8% | -45.7% | -14.9% |
| YTD | +29.7% | +66.4% | -36.7% | +9.5% |
| 1Y | +35.8% | +72.4% | -36.5% | +13.2% |
| 3Y | -18.3% | +50.7% | -69.0% | -30.1% |
| All | -2.4% | +39.2% | -41.7% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling