+139.3%
GS vs CLBK
+24.6%
+114.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -2.4% | +2.9% | -5.3% | -3.5% |
| 3M | -15.7% | +3.0% | -18.7% | -16.8% |
| 6M | -6.8% | +27.3% | -34.1% | -15.2% |
| YTD | -0.1% | +58.0% | -58.1% | -16.2% |
| 1Y | +12.1% | +62.4% | -50.3% | -7.1% |
| 3Y | +185.8% | +46.9% | +138.8% | +141.8% |
| All | +139.3% | +24.6% | +114.8% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling