+328.7%
GGLL vs CLBK
+25.5%
+303.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.1% |
| 30D | -13.7% | +9.1% | -22.8% | -15.8% |
| 3M | -21.9% | +27.7% | -49.5% | -27.3% |
| 6M | +11.7% | +40.8% | -29.2% | +1.1% |
| YTD | +2.3% | +66.4% | -64.1% | -11.7% |
| 1Y | +76.2% | +72.4% | +3.8% | +50.4% |
| 3Y | +245.0% | +50.7% | +194.3% | +199.6% |
| All | +328.7% | +25.5% | +303.2% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling