+116.8%
GRMN vs CLBK
+27.8%
+89.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +1.2% | +3.4% | -2.2% | +0.5% |
| 3M | -8.9% | -4.3% | -4.6% | -8.1% |
| 6M | +23.0% | +28.4% | -5.4% | +16.2% |
| YTD | +41.2% | +59.4% | -18.2% | +27.2% |
| 1Y | +47.5% | +64.8% | -17.3% | +31.9% |
| 3Y | +155.8% | +50.6% | +105.2% | +128.9% |
| All | +116.8% | +27.8% | +89.1% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling