-60.8%
CLSK vs GFI
+1,591.1%
-1,652.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.6% |
| 7D | +7.7% | -2.7% | +10.4% | +8.2% |
| 30D | +12.2% | +13.2% | -1.0% | +10.3% |
| 3M | -15.5% | +28.5% | -43.9% | -18.8% |
| 6M | +39.3% | -6.2% | +45.5% | +39.8% |
| YTD | +35.1% | +8.7% | +26.4% | +33.4% |
| 1Y | +34.0% | +24.8% | +9.2% | +29.7% |
| 3Y | +226.3% | +298.0% | -71.8% | +164.1% |
| 5Y | +6.4% | +546.0% | -539.6% | -20.1% |
| All | -60.8% | +1,591.1% | -1,652.0% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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