-52.0%
GTLB vs CLBK
+37.9%
-89.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +11.1% | +1.2% | +9.8% | +10.6% |
| 30D | +37.8% | +9.1% | +28.7% | +33.6% |
| 3M | +61.6% | +27.7% | +33.9% | +47.9% |
| 6M | +98.9% | +40.8% | +58.1% | +75.7% |
| YTD | +32.8% | +66.4% | -33.6% | +10.4% |
| 1Y | +14.7% | +72.4% | -57.7% | -6.5% |
| 3Y | +1.3% | +50.7% | -49.3% | -15.2% |
| All | -52.0% | +37.9% | -89.9% | -61.9% |
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