+10.3%
GLXY vs CLBK
+65.7%
-55.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.3% | -5.7% | -6.2% |
| 7D | +4.5% | -1.5% | +6.0% | +5.6% |
| 30D | +28.8% | +6.7% | +22.2% | +23.9% |
| 3M | -23.0% | +21.2% | -44.2% | -31.8% |
| 6M | +17.0% | +42.0% | -25.0% | -6.0% |
| YTD | +12.5% | +63.3% | -50.8% | -16.1% |
| 1Y | -5.4% | +65.4% | -70.8% | -30.9% |
| All | +10.3% | +65.7% | -55.4% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling