+3.1%
GLDM vs CRBG
+20.9%
-17.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | -0.3% | +2.6% | -2.9% | -0.6% |
| 30D | -1.9% | +4.0% | -5.9% | -2.4% |
| 3M | -0.4% | +15.5% | -15.9% | -2.3% |
| 6M | -10.1% | +36.0% | -46.1% | -13.0% |
| YTD | -5.8% | +23.3% | -29.2% | -8.8% |
| 1Y | +3.1% | +19.9% | -16.8% | +0.1% |
| All | +3.1% | +20.9% | -17.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling