+94.7%
GD vs CLBK
+60.9%
+33.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +8.6% | +3.4% | +5.2% | +7.5% |
| 3M | -7.1% | -4.3% | -2.8% | -5.9% |
| 6M | +7.5% | +28.4% | -20.9% | -1.0% |
| YTD | +9.9% | +59.4% | -49.5% | -6.0% |
| 1Y | +7.6% | +64.8% | -57.3% | -9.2% |
| 3Y | +56.2% | +50.6% | +5.6% | +31.1% |
| 5Y | +100.6% | +28.3% | +72.3% | +68.4% |
| All | +94.7% | +60.9% | +33.9% | +33.1% |
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