+206.4%
CLSK vs GGLL
+247.9%
-41.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +21.9% | +1.9% | +20.0% | +21.1% |
| 30D | +9.6% | -9.7% | +19.3% | +13.7% |
| 3M | -18.4% | -18.0% | -0.4% | -13.9% |
| 6M | +46.4% | +15.3% | +31.1% | +29.5% |
| YTD | +33.2% | +2.2% | +31.0% | +22.9% |
| 1Y | +47.0% | +73.1% | -26.1% | +3.6% |
| 3Y | +206.4% | +242.7% | -36.3% | +57.3% |
| All | +206.4% | +247.9% | -41.6% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling