-33.8%
GIS vs CLBK
+27.8%
-61.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| YTD | -21.1% | +59.4% | -80.5% | -23.4% |
| 1Y | -22.5% | +64.8% | -87.3% | -24.9% |
| 3Y | -39.0% | +50.6% | -89.6% | -40.9% |
| All | -33.8% | +27.8% | -61.6% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling