+10.4%
GIS vs CLBK
+65.5%
-55.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -1.5% | -4.9% | -6.2% |
| 30D | -6.1% | -1.0% | -5.1% | -6.0% |
| 3M | +7.8% | +22.9% | -15.1% | +5.7% |
| 6M | -8.8% | +44.2% | -53.0% | -12.0% |
| YTD | -19.1% | +64.0% | -83.1% | -22.9% |
| 1Y | -24.8% | +65.7% | -90.4% | -28.5% |
| 3Y | -37.6% | +54.1% | -91.6% | -40.8% |
| 5Y | -25.4% | +44.7% | -70.1% | -30.1% |
| All | +10.4% | +65.5% | -55.0% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling