haha! My girl does the same thing! They are called velcro dogs! It got better as she got older. Training her for her CGC test helped Athena. I place her in sit/stay and walked out of the room, @ first she cried. I would walk back in give the quiet command and leave again. I started with 1 minute and worked up to 45 minutes. Over time they will figure out you always come back and relax.
Athena- Long Coat GSD -CGC
Sinister Black- GSD