-26.9%
GPN vs CLBK
+52.3%
-79.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.5% |
| 7D | -3.5% | -1.4% | -2.1% | -2.8% |
| 30D | +3.1% | +4.5% | -1.4% | +0.9% |
| 3M | +42.3% | +22.8% | +19.5% | +28.5% |
| 6M | +20.9% | +43.4% | -22.6% | +1.1% |
| YTD | +15.2% | +64.1% | -48.9% | -10.3% |
| 1Y | +5.4% | +67.6% | -62.1% | -19.1% |
| All | -26.9% | +52.3% | -79.3% | -42.7% |
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