+104.6%
GD vs CLBK
+27.8%
+76.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | +2.2% | -1.5% | +0.3% |
| 30D | +9.5% | +5.0% | +4.5% | +8.6% |
| 3M | -5.8% | +3.3% | -9.1% | -6.4% |
| 6M | +7.7% | +29.6% | -21.9% | +3.0% |
| YTD | +11.1% | +62.1% | -51.1% | +2.0% |
| 1Y | +6.1% | +64.3% | -58.3% | -2.9% |
| 3Y | +59.8% | +55.6% | +4.2% | +45.7% |
| 5Y | +104.6% | +29.3% | +75.4% | +84.5% |
| All | +104.6% | +27.8% | +76.9% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling