+202.1%
GLD vs CLBK
+62.9%
+139.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.9% |
| 7D | +4.9% | +1.8% | +3.2% | +5.0% |
| 30D | -1.3% | +5.1% | -6.4% | -1.3% |
| 3M | -4.8% | +5.2% | -9.9% | -4.7% |
| 6M | -12.5% | +28.6% | -41.1% | -12.2% |
| YTD | -4.2% | +61.4% | -65.6% | -3.5% |
| 1Y | +3.0% | +64.7% | -61.6% | +3.9% |
| 3Y | +109.1% | +55.1% | +54.0% | +111.1% |
| 5Y | +121.6% | +28.4% | +93.2% | +123.7% |
| All | +202.1% | +62.9% | +139.2% | +204.5% |
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 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