+400.3%
GWW vs CLBK
+65.5%
+334.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | -1.9% | -1.0% | -0.9% | -1.6% |
| 3M | -2.4% | +22.9% | -25.3% | -9.2% |
| 6M | +15.7% | +44.2% | -28.5% | +1.9% |
| YTD | +27.6% | +64.0% | -36.4% | +7.3% |
| 1Y | +27.2% | +65.7% | -38.5% | +6.1% |
| 3Y | +89.7% | +54.1% | +35.6% | +57.5% |
| 5Y | +223.9% | +44.7% | +179.2% | +155.8% |
| All | +400.3% | +65.5% | +334.8% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling