+39.8%
CLSK vs GFS
+37.2%
+2.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.1% |
| 7D | +8.8% | +1.0% | +7.8% | +8.4% |
| 30D | -6.0% | -8.6% | +2.6% | -1.9% |
| 3M | -24.4% | -46.5% | +22.2% | -0.3% |
| 6M | +19.0% | -4.8% | +23.9% | +13.1% |
| YTD | +25.4% | +29.7% | -4.3% | -8.6% |
| 1Y | +39.8% | +35.8% | +3.9% | +2.8% |
| All | +39.8% | +37.2% | +2.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling