-54.8%
GTLB vs CLBK
+35.9%
-90.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | +15.1% | -1.0% | +16.2% | +15.7% |
| 3M | +65.5% | +22.9% | +42.5% | +53.6% |
| 6M | +102.9% | +44.2% | +58.7% | +77.7% |
| YTD | +25.2% | +64.0% | -38.8% | +4.6% |
| 1Y | -5.5% | +65.7% | -71.2% | -21.9% |
| 3Y | -10.9% | +54.1% | -64.9% | -25.8% |
| All | -54.8% | +35.9% | -90.7% | -63.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling