+172.2%
GRMN vs CLBK
+52.3%
+119.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | -12.1% | +4.5% | -16.6% | -13.1% |
| 3M | +18.0% | +22.8% | -4.8% | +11.4% |
| 6M | +13.7% | +43.4% | -29.7% | +2.8% |
| YTD | +35.3% | +64.1% | -28.8% | +17.9% |
| 1Y | +17.2% | +67.6% | -50.3% | +1.5% |
| All | +172.2% | +52.3% | +119.9% | +133.9% |
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