+145.9%
GLDM vs CLBK
+42.8%
+103.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | +9.1% | -4.7% | +4.6% |
| 3M | -1.1% | +27.7% | -28.7% | -0.5% |
| 6M | -13.7% | +40.8% | -54.5% | -12.9% |
| YTD | +2.8% | +66.4% | -63.6% | +4.2% |
| 1Y | +24.8% | +72.4% | -47.5% | +26.8% |
| 3Y | +127.8% | +50.7% | +77.1% | +131.2% |
| All | +145.9% | +42.8% | +103.1% | +153.7% |
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