-58.1%
CLSK vs GGLL
-11.6%
-46.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.5% | -23.1% | -18.3% |
| 7D | -20.7% | -23.1% | +2.4% | -15.7% |
| 30D | -45.5% | -32.9% | -12.6% | -39.6% |
| 3M | -52.0% | -44.9% | -7.1% | -44.0% |
| 6M | -47.0% | -49.5% | +2.6% | -35.9% |
| YTD | -32.8% | -28.9% | -3.9% | -33.3% |
| 1Y | -58.1% | -12.2% | -45.9% | -64.1% |
| All | -58.1% | -11.6% | -46.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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