+76.2%
GGLL vs CLBK
+73.3%
+2.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.0% |
| 30D | -13.7% | +9.1% | -22.8% | -15.6% |
| 3M | -21.9% | +27.7% | -49.5% | -28.2% |
| 6M | +11.7% | +40.8% | -29.2% | -1.5% |
| YTD | +2.3% | +66.4% | -64.1% | -14.3% |
| 1Y | +76.2% | +72.4% | +3.8% | +50.9% |
| All | +76.2% | +73.3% | +2.9% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling