+226.3%
CLSK vs GDDY
+30.8%
+195.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.4% |
| 7D | +7.7% | -3.2% | +10.9% | +8.2% |
| 30D | +12.2% | +6.8% | +5.4% | +9.9% |
| 3M | -15.5% | +30.5% | -45.9% | -25.1% |
| 6M | +39.3% | +13.3% | +26.0% | +28.8% |
| YTD | +35.1% | -21.0% | +56.0% | +50.7% |
| 1Y | +34.0% | -34.0% | +68.0% | +69.3% |
| 3Y | +226.3% | +33.1% | +193.2% | +210.0% |
| All | +226.3% | +30.8% | +195.5% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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