-17.7%
GGLL vs CLBK
+62.9%
-80.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.4% |
| 30D | -33.1% | +5.0% | -38.1% | -33.8% |
| 3M | -31.2% | +3.3% | -34.5% | -31.6% |
| 6M | -49.4% | +29.6% | -79.0% | -54.5% |
| YTD | -26.8% | +62.1% | -89.0% | -39.8% |
| 1Y | -17.7% | +64.3% | -82.1% | -32.7% |
| All | -17.7% | +62.9% | -80.6% | -32.7% |
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 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