+165.5%
GGLL vs CLBK
+54.0%
+111.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +7.7% | +0.9% | +6.8% | +7.4% |
| 30D | -30.2% | +3.4% | -33.6% | -30.9% |
| 3M | -31.3% | -4.3% | -27.0% | -30.5% |
| 6M | -52.1% | +28.4% | -80.4% | -55.9% |
| YTD | -25.9% | +59.4% | -85.3% | -36.1% |
| 1Y | -8.5% | +64.8% | -73.3% | -21.9% |
| 3Y | +165.5% | +50.6% | +115.0% | +136.9% |
| All | +165.5% | +54.0% | +111.6% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling