+197.2%
CLSK vs GGLL
+328.7%
-131.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.9% |
| 7D | +8.8% | -4.8% | +13.6% | +11.4% |
| 30D | -6.0% | -13.7% | +7.7% | 0.0% |
| 3M | -24.4% | -21.9% | -2.5% | -18.1% |
| 6M | +19.0% | +11.7% | +7.4% | +5.6% |
| YTD | +25.4% | +2.3% | +23.1% | +14.5% |
| 1Y | +39.8% | +76.2% | -36.4% | -6.1% |
| 3Y | +177.7% | +245.0% | -67.3% | +16.9% |
| All | +197.2% | +328.7% | -131.5% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling