+226.3%
CLSK vs GFS
-19.7%
+246.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.5% |
| 7D | +7.7% | +3.8% | +3.9% | +5.3% |
| 30D | +12.2% | -11.7% | +23.9% | +21.1% |
| 3M | -15.5% | -41.8% | +26.3% | +15.1% |
| 6M | +39.3% | +6.6% | +32.7% | +23.8% |
| YTD | +35.1% | +34.6% | +0.4% | -1.8% |
| 1Y | +34.0% | +46.2% | -12.1% | -7.6% |
| 3Y | +226.3% | -20.3% | +246.6% | +282.1% |
| All | +226.3% | -19.7% | +246.0% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling