-80.4%
CLSK vs GD
+168.8%
-249.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +20.4% | +1.9% | +18.5% | +19.4% |
| 30D | -32.6% | +9.2% | -41.8% | -35.3% |
| 3M | -43.8% | -7.5% | -36.4% | -41.9% |
| 6M | -49.2% | +5.8% | -55.0% | -51.0% |
| YTD | -32.4% | +9.8% | -42.2% | -35.7% |
| 1Y | -48.7% | +5.8% | -54.5% | -50.3% |
| 3Y | +82.9% | +58.0% | +24.9% | +50.3% |
| 5Y | -68.1% | +100.4% | -168.5% | -75.1% |
| All | -80.4% | +168.8% | -249.2% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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