+16.1%
GIS vs CLBK
+66.9%
-50.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.3% | +1.1% | -9.4% | -8.4% |
| 30D | +2.2% | +7.8% | -5.6% | +1.4% |
| 3M | +15.7% | +23.9% | -8.2% | +13.3% |
| 6M | -12.0% | +42.3% | -54.3% | -14.9% |
| YTD | -15.0% | +65.4% | -80.4% | -19.0% |
| 1Y | -20.1% | +70.3% | -90.4% | -24.2% |
| 3Y | -34.6% | +54.5% | -89.1% | -38.0% |
| 5Y | -22.8% | +43.1% | -66.0% | -27.6% |
| All | +16.1% | +66.9% | -50.8% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling