+0.6%
GPC vs CLBK
+57.4%
-56.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | +6.0% | +9.1% | -3.2% | +3.3% |
| 3M | +42.6% | +27.7% | +14.9% | +32.6% |
| 6M | +22.8% | +40.8% | -18.1% | +10.8% |
| YTD | +15.5% | +66.4% | -50.9% | -0.8% |
| 1Y | +2.0% | +72.4% | -70.3% | -13.5% |
| All | +0.6% | +57.4% | -56.8% | -15.3% |
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