-39.0%
GIS vs CLBK
+54.0%
-92.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | -3.4% | +0.9% | -4.2% | -3.4% |
| 30D | +6.9% | +3.4% | +3.5% | +6.6% |
| 3M | -10.1% | -4.3% | -5.8% | -9.9% |
| 6M | +5.9% | +28.4% | -22.5% | +3.9% |
| YTD | -21.1% | +59.4% | -80.5% | -23.5% |
| 1Y | -22.5% | +64.8% | -87.3% | -25.0% |
| 3Y | -39.0% | +50.6% | -89.6% | -40.6% |
| All | -39.0% | +54.0% | -92.9% | -40.6% |
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