+89.7%
GD vs CLBK
+59.4%
+30.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | +8.9% | +2.9% | +6.1% | +7.9% |
| 3M | -8.0% | +3.0% | -11.0% | -9.1% |
| 6M | +2.9% | +27.3% | -24.4% | -5.0% |
| YTD | +7.1% | +58.0% | -50.9% | -8.2% |
| 1Y | +5.9% | +62.4% | -56.5% | -10.1% |
| 3Y | +53.9% | +46.9% | +6.9% | +30.3% |
| 5Y | +95.4% | +25.3% | +70.1% | +65.9% |
| All | +89.7% | +59.4% | +30.3% | +30.0% |
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