+325.3%
GS vs CLBK
+57.9%
+267.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -4.9% | -5.6% |
| 7D | -6.3% | +2.5% | -8.9% | -7.5% |
| 30D | -3.1% | -1.2% | -2.0% | -2.7% |
| 3M | -17.7% | +2.6% | -20.2% | -19.1% |
| 6M | -4.6% | +26.5% | -31.0% | -16.4% |
| YTD | +0.3% | +56.4% | -56.1% | -21.8% |
| 1Y | +11.7% | +58.8% | -47.1% | -13.8% |
| 3Y | +183.6% | +43.3% | +140.3% | +123.3% |
| 5Y | +141.0% | +24.0% | +116.9% | +90.0% |
| All | +325.3% | +57.9% | +267.4% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling