+223.8%
GLD vs CLBK
+67.9%
+155.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | +9.1% | -4.7% | +4.5% |
| 3M | -1.1% | +27.7% | -28.8% | -0.8% |
| 6M | -13.8% | +40.8% | -54.6% | -13.4% |
| YTD | +2.6% | +66.4% | -63.7% | +3.5% |
| 1Y | +24.5% | +72.4% | -47.9% | +25.6% |
| 3Y | +125.8% | +50.7% | +75.2% | +127.8% |
| 5Y | +137.8% | +42.9% | +94.9% | +140.1% |
| All | +223.8% | +67.9% | +155.9% | +226.4% |
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