-35.4%
GIS vs CLBK
+51.6%
-87.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.6% | -1.5% | -7.1% | -8.5% |
| 30D | -0.5% | +6.7% | -7.1% | -0.9% |
| 3M | +11.9% | +21.2% | -9.3% | +10.3% |
| 6M | -11.6% | +42.0% | -53.6% | -13.7% |
| YTD | -16.3% | +63.3% | -79.6% | -19.0% |
| 1Y | -21.8% | +65.4% | -87.1% | -24.4% |
| All | -35.4% | +51.6% | -87.0% | -37.4% |
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