+151.5%
GGLL vs CLBK
+44.9%
+106.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +3.1% | +0.6% | +2.5% | +3.0% |
| 30D | -36.3% | +2.9% | -39.2% | -36.9% |
| 3M | -40.4% | +3.0% | -43.3% | -41.0% |
| 6M | -54.6% | +27.3% | -81.9% | -58.1% |
| YTD | -31.1% | +58.0% | -89.1% | -40.5% |
| 1Y | -19.2% | +62.4% | -81.6% | -30.7% |
| 3Y | +151.5% | +46.9% | +104.6% | +126.2% |
| All | +151.5% | +44.9% | +106.7% | +126.2% |
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