+204.3%
GLDM vs CLBK
+44.4%
+159.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | +2.5% | -8.0% | -5.5% |
| 30D | -7.0% | +3.7% | -10.7% | -6.9% |
| 3M | -12.3% | -3.3% | -9.0% | -12.3% |
| 6M | -17.9% | +29.6% | -47.6% | -17.6% |
| YTD | -10.3% | +60.3% | -70.5% | -9.5% |
| 1Y | -7.8% | +63.4% | -71.2% | -6.9% |
| 3Y | +99.5% | +53.8% | +45.6% | +101.7% |
| 5Y | +106.5% | +29.0% | +77.5% | +108.7% |
| All | +204.3% | +44.4% | +159.9% | +206.1% |
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