-18.0%
GIS vs CLBK
+73.3%
-91.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.8% | +1.2% | -9.1% | -7.9% |
| 30D | +6.6% | +9.1% | -2.6% | +5.6% |
| 3M | +21.0% | +27.7% | -6.7% | +18.2% |
| 6M | -9.1% | +40.8% | -49.9% | -11.8% |
| YTD | -13.6% | +66.4% | -80.0% | -16.5% |
| 1Y | -18.0% | +72.4% | -90.4% | -20.9% |
| All | -18.0% | +73.3% | -91.3% | -20.9% |
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 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