-82.3%
CLSK vs GD
+162.1%
-244.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | -19.7% | -5.0% | -14.7% | -17.5% |
| 30D | -46.5% | +8.9% | -55.5% | -48.6% |
| 3M | -51.7% | -8.0% | -43.6% | -49.9% |
| 6M | -57.5% | +2.9% | -60.4% | -58.5% |
| YTD | -39.1% | +7.1% | -46.2% | -41.4% |
| 1Y | -60.0% | +5.9% | -65.9% | -61.3% |
| 3Y | +42.9% | +53.9% | -10.9% | +18.9% |
| 5Y | -69.9% | +95.4% | -165.3% | -76.3% |
| All | -82.3% | +162.1% | -244.5% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling