-14.2%
GPN vs CLBK
+66.9%
-81.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | +3.8% | +7.8% | -3.9% | 0.0% |
| 3M | +39.2% | +23.9% | +15.3% | +25.3% |
| 6M | +17.9% | +42.3% | -24.4% | -1.0% |
| YTD | +16.4% | +65.4% | -49.0% | -9.6% |
| 1Y | +3.6% | +70.3% | -66.7% | -21.0% |
| 3Y | -26.7% | +54.5% | -81.1% | -42.7% |
| 5Y | -44.8% | +43.1% | -87.9% | -58.7% |
| All | -14.2% | +66.9% | -81.1% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling