-15.3%
GPN vs CLBK
+65.5%
-80.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -3.9% |
| 30D | -0.3% | -1.0% | +0.8% | +0.3% |
| 3M | +35.4% | +22.9% | +12.5% | +22.4% |
| 6M | +21.7% | +44.2% | -22.5% | +1.6% |
| YTD | +14.9% | +64.0% | -49.1% | -10.3% |
| 1Y | +3.2% | +65.7% | -62.5% | -20.2% |
| 3Y | -27.1% | +54.1% | -81.2% | -43.0% |
| 5Y | -44.4% | +44.7% | -89.1% | -58.8% |
| All | -15.3% | +65.5% | -80.7% | -42.0% |
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