+37.3%
CLSK vs GGLL
+64.8%
-27.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.2% |
| 7D | +17.2% | -3.9% | +21.1% | +18.6% |
| 30D | +14.6% | -15.4% | +29.9% | +19.7% |
| 3M | -16.8% | -21.9% | +5.1% | -10.9% |
| 6M | +38.2% | +4.5% | +33.7% | +28.2% |
| YTD | +31.2% | -2.4% | +33.6% | +22.3% |
| 1Y | +37.3% | +57.8% | -20.5% | +10.4% |
| All | +37.3% | +64.8% | -27.5% | +10.4% |
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