+475.5%
GRMN vs CLBK
+66.9%
+408.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | -11.3% | +7.8% | -19.1% | -13.3% |
| 3M | +17.7% | +23.9% | -6.1% | +10.1% |
| 6M | +14.2% | +42.3% | -28.2% | +2.3% |
| YTD | +37.0% | +65.4% | -28.4% | +17.1% |
| 1Y | +17.0% | +70.3% | -53.3% | -1.1% |
| 3Y | +183.2% | +54.5% | +128.7% | +140.1% |
| 5Y | +77.3% | +43.1% | +34.2% | +45.1% |
| All | +475.5% | +66.9% | +408.6% | +330.9% |
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 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