+112.8%
GLDM vs CLBK
+27.8%
+85.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.0% | +2.2% | -4.1% | -1.9% |
| 30D | -4.4% | +5.0% | -9.4% | -4.3% |
| 3M | -8.8% | +3.3% | -12.1% | -8.8% |
| 6M | -15.9% | +29.6% | -45.5% | -15.4% |
| YTD | -7.7% | +62.1% | -69.8% | -6.5% |
| 1Y | -3.6% | +64.3% | -67.9% | -2.3% |
| 3Y | +105.2% | +55.6% | +49.6% | +108.6% |
| 5Y | +112.8% | +29.3% | +83.5% | +117.4% |
| All | +112.8% | +27.8% | +85.0% | +117.4% |
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 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