+598.9%
CLSK vs GEHC
+4.1%
+594.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.3% |
| 7D | +17.2% | -7.6% | +24.8% | +21.6% |
| 30D | +14.6% | -10.7% | +25.2% | +20.5% |
| 3M | -16.8% | -1.2% | -15.6% | -19.0% |
| 6M | +38.2% | -13.7% | +51.9% | +45.5% |
| YTD | +31.2% | -20.4% | +51.7% | +43.7% |
| 1Y | +37.3% | -17.0% | +54.4% | +45.0% |
| 3Y | +201.8% | +0.9% | +200.9% | +182.8% |
| All | +598.9% | +4.1% | +594.9% | +515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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