+77.8%
GPC vs CLBK
+61.7%
+16.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.3% | +2.5% | -3.7% | -2.1% |
| 30D | -6.0% | +3.7% | -9.7% | -7.2% |
| 3M | -7.6% | -3.3% | -4.4% | -6.7% |
| 6M | +24.2% | +29.6% | -5.4% | +12.5% |
| YTD | +2.7% | +60.3% | -57.6% | -14.2% |
| 1Y | +0.2% | +63.4% | -63.3% | -17.1% |
| 3Y | -0.8% | +53.8% | -54.6% | -18.9% |
| 5Y | +4.4% | +29.0% | -24.5% | -14.1% |
| All | +77.8% | +61.7% | +16.1% | +22.1% |
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