-12.2%
GGLL vs CLBK
+65.7%
-77.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | -23.1% | +4.6% | -27.7% | -23.9% |
| 30D | -32.9% | -1.5% | -31.4% | -32.5% |
| 3M | -44.9% | +4.4% | -49.3% | -45.6% |
| 6M | -49.5% | +31.7% | -81.2% | -55.6% |
| YTD | -28.9% | +58.7% | -87.6% | -42.3% |
| 1Y | -12.2% | +64.9% | -77.1% | -29.8% |
| All | -12.2% | +65.7% | -77.9% | -29.8% |
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 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