+226.3%
CLSK vs GAP
+109.5%
+116.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +5.7% |
| 7D | +7.7% | -4.1% | +11.8% | +9.5% |
| 30D | +12.2% | +6.2% | +6.0% | +8.2% |
| 3M | -15.5% | -0.7% | -14.8% | -16.8% |
| 6M | +39.3% | -7.1% | +46.5% | +39.1% |
| YTD | +35.1% | -14.1% | +49.1% | +38.4% |
| 1Y | +34.0% | -8.5% | +42.5% | +32.5% |
| 3Y | +226.3% | +115.4% | +110.9% | +112.8% |
| All | +226.3% | +109.5% | +116.8% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling