+194.0%
GGLL vs CLBK
+22.0%
+172.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.1% | +2.9% | +2.2% | +4.4% |
| 30D | -35.5% | +5.4% | -40.9% | -36.4% |
| 3M | -39.2% | +5.8% | -44.9% | -40.2% |
| 6M | -54.4% | +28.9% | -83.3% | -57.8% |
| YTD | -29.8% | +61.8% | -91.7% | -39.1% |
| 1Y | -20.4% | +63.1% | -83.5% | -31.0% |
| 3Y | +149.7% | +55.3% | +94.4% | +115.4% |
| All | +194.0% | +22.0% | +172.0% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling