+345.5%
GS vs CLBK
+62.6%
+282.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.6% | +2.4% | -0.9% | +0.4% |
| 30D | +1.7% | +4.9% | -3.2% | -0.8% |
| 3M | -11.6% | +5.3% | -16.9% | -14.2% |
| 6M | -1.9% | +28.3% | -30.2% | -14.7% |
| YTD | +5.1% | +61.1% | -56.1% | -19.3% |
| 1Y | +16.4% | +62.4% | -46.0% | -11.1% |
| 3Y | +199.0% | +54.7% | +144.3% | +125.8% |
| 5Y | +157.4% | +27.4% | +130.0% | +100.4% |
| All | +345.5% | +62.6% | +282.9% | +187.3% |
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