-60.8%
CLSK vs GAP
+3.7%
-64.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +5.8% |
| 7D | +7.7% | -4.1% | +11.8% | +9.3% |
| 30D | +12.2% | +6.2% | +6.0% | +8.8% |
| 3M | -15.5% | -0.7% | -14.8% | -16.7% |
| 6M | +39.3% | -7.1% | +46.5% | +39.2% |
| YTD | +35.1% | -14.1% | +49.1% | +37.9% |
| 1Y | +34.0% | -8.5% | +42.5% | +33.0% |
| 3Y | +226.3% | +115.4% | +110.9% | +134.2% |
| 5Y | +6.4% | +9.8% | -3.4% | -13.1% |
| All | -60.8% | +3.7% | -64.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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