+199.8%
CLSK vs GGLL
+313.5%
-113.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +1.7% | -5.8% | +7.5% | +4.5% |
| 30D | +11.1% | -7.2% | +18.3% | +14.4% |
| 3M | -14.1% | -17.5% | +3.4% | -9.7% |
| 6M | +32.9% | +5.1% | +27.9% | +21.2% |
| YTD | +26.5% | -1.3% | +27.8% | +17.3% |
| 1Y | +27.6% | +60.2% | -32.6% | -10.1% |
| 3Y | +190.9% | +230.8% | -39.9% | +25.0% |
| All | +199.8% | +313.5% | -113.8% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling