+16.8%
GPN vs CLBK
+42.1%
-25.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.9% |
| 7D | -6.2% | -1.5% | -4.8% | -5.3% |
| 30D | +1.0% | +6.7% | -5.6% | -2.9% |
| 3M | +36.9% | +21.2% | +15.7% | +21.4% |
| 6M | +16.8% | +42.0% | -25.2% | -6.6% |
| All | +16.8% | +42.1% | -25.3% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling