+161.9%
GLDM vs CRBG
+112.0%
+49.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.2% | +0.8% | -0.7% | +0.2% |
| 30D | +0.3% | -1.9% | +2.2% | +0.3% |
| 3M | +3.3% | +23.6% | -20.3% | +3.1% |
| 6M | -14.5% | +36.5% | -51.0% | -14.6% |
| YTD | +1.9% | +14.3% | -12.3% | +1.6% |
| 1Y | +21.1% | +4.8% | +16.3% | +20.5% |
| 3Y | +128.6% | +119.3% | +9.3% | +128.0% |
| All | +161.9% | +112.0% | +49.9% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling