+177.1%
GH vs CLBK
+68.0%
+109.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.5% | -1.5% | -1.0% | -2.4% |
| 30D | -4.7% | -1.0% | -3.7% | -4.6% |
| 3M | +20.2% | +22.9% | -2.7% | +16.3% |
| 6M | +78.8% | +44.2% | +34.6% | +70.4% |
| YTD | +54.1% | +64.0% | -9.9% | +47.6% |
| 1Y | +177.1% | +65.7% | +111.4% | +171.0% |
| All | +177.1% | +68.0% | +109.1% | +171.0% |
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