+403.9%
GWW vs CLBK
+66.9%
+337.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -1.5% | +1.1% | -2.7% | -1.9% |
| 30D | +1.1% | +7.8% | -6.7% | -1.5% |
| 3M | -1.0% | +23.9% | -24.9% | -8.1% |
| 6M | +16.3% | +42.3% | -26.0% | +2.9% |
| YTD | +28.5% | +65.4% | -36.9% | +7.7% |
| 1Y | +30.3% | +70.3% | -40.1% | +7.7% |
| 3Y | +91.6% | +54.5% | +37.1% | +59.0% |
| 5Y | +224.0% | +43.1% | +180.9% | +157.9% |
| All | +403.9% | +66.9% | +337.0% | +269.0% |
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