+121.6%
GLD vs CLBK
+28.0%
+93.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -4.8% | +5.2% | -9.9% | -4.6% |
| 6M | -12.5% | +28.6% | -41.1% | -12.0% |
| YTD | -4.2% | +61.4% | -65.6% | -3.1% |
| 1Y | +3.0% | +64.7% | -61.6% | +4.3% |
| 3Y | +109.1% | +55.1% | +54.0% | +112.3% |
| 5Y | +121.6% | +28.4% | +93.2% | +126.2% |
| All | +121.6% | +28.0% | +93.5% | +126.2% |
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