-30.6%
CLSK vs GFS
0.0%
-30.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.4% |
| 7D | +7.7% | +3.8% | +3.9% | +5.1% |
| 30D | +12.2% | -11.7% | +23.9% | +21.9% |
| 3M | -15.5% | -41.8% | +26.3% | +18.8% |
| 6M | +39.3% | +6.6% | +32.7% | +24.0% |
| YTD | +35.1% | +34.6% | +0.4% | -2.1% |
| 1Y | +34.0% | +46.2% | -12.1% | -8.2% |
| 3Y | +226.3% | -20.3% | +246.6% | +231.5% |
| All | -30.6% | 0.0% | -30.7% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling