-40.1%
CLSK vs GLDM
+242.2%
-282.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.5% |
| 7D | +21.9% | +0.7% | +21.1% | +21.2% |
| 30D | +9.6% | +0.3% | +9.3% | +9.7% |
| 3M | -18.4% | +0.7% | -19.1% | -18.4% |
| 6M | +46.4% | -15.4% | +61.8% | +64.8% |
| YTD | +33.2% | +1.0% | +32.2% | +34.7% |
| 1Y | +47.0% | +19.7% | +27.3% | +34.4% |
| 3Y | +206.4% | +126.5% | +79.9% | +68.9% |
| 5Y | +5.4% | +142.5% | -137.1% | -45.6% |
| All | -40.1% | +242.2% | -282.3% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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