+80.5%
GPC vs CLBK
+63.3%
+17.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.4% | +2.9% | -2.5% | -0.7% |
| 30D | -1.8% | +5.4% | -7.2% | -3.7% |
| 3M | -6.6% | +5.8% | -12.3% | -8.7% |
| 6M | +21.3% | +28.9% | -7.6% | +10.1% |
| YTD | +4.3% | +61.8% | -57.6% | -13.2% |
| 1Y | +3.3% | +63.1% | -59.8% | -14.4% |
| 3Y | +0.8% | +55.3% | -54.6% | -17.9% |
| 5Y | +7.4% | +28.0% | -20.6% | -11.0% |
| All | +80.5% | +63.3% | +17.2% | +23.5% |
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