+94.0%
GD vs CLBK
+62.9%
+31.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.6% |
| 30D | +9.3% | +5.1% | +4.2% | +7.6% |
| 3M | -7.2% | +5.2% | -12.4% | -8.8% |
| 6M | +5.5% | +28.6% | -23.1% | -2.9% |
| YTD | +9.5% | +61.4% | -51.9% | -6.7% |
| 1Y | +6.4% | +64.7% | -58.3% | -10.1% |
| 3Y | +59.8% | +55.1% | +4.7% | +32.8% |
| 5Y | +98.0% | +28.4% | +69.6% | +66.7% |
| All | +94.0% | +62.9% | +31.1% | +32.1% |
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