+222.0%
GLDM vs CLBK
+40.9%
+181.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.8% |
| 7D | +1.9% | +2.5% | -0.6% | +1.9% |
| 30D | -1.7% | -1.2% | -0.5% | -1.7% |
| 3M | -3.5% | +2.6% | -6.1% | -3.5% |
| 6M | -10.1% | +26.5% | -36.5% | -9.7% |
| YTD | -5.0% | +56.4% | -61.5% | -4.2% |
| 1Y | +2.8% | +58.8% | -56.0% | +3.7% |
| 3Y | +105.1% | +43.3% | +61.9% | +107.1% |
| 5Y | +124.3% | +24.0% | +100.3% | +126.6% |
| All | +222.0% | +40.9% | +181.0% | +223.8% |
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