+158.8%
GLDM vs CRBG
+117.3%
+41.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -1.5% | +2.6% | -4.2% | -1.6% |
| 3M | +3.3% | +24.0% | -20.7% | +3.1% |
| 6M | -16.2% | +50.5% | -66.7% | -16.2% |
| YTD | +0.7% | +17.1% | -16.4% | +0.4% |
| 1Y | +19.4% | +5.9% | +13.6% | +18.8% |
| 3Y | +125.5% | +122.7% | +2.8% | +124.8% |
| All | +158.8% | +117.3% | +41.5% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling