-69.3%
CLSK vs GLDM
+225.0%
-294.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +1.9% | +10.3% | +10.8% |
| 7D | -3.4% | +5.0% | -8.3% | -7.4% |
| 30D | -34.2% | -1.3% | -32.9% | -33.7% |
| 3M | -43.8% | -4.7% | -39.1% | -41.7% |
| 6M | -51.3% | -12.4% | -39.0% | -46.4% |
| YTD | -31.7% | -4.1% | -27.7% | -28.4% |
| 1Y | -55.6% | +3.3% | -59.0% | -55.5% |
| 3Y | +87.3% | +110.9% | -23.7% | +9.1% |
| 5Y | -67.6% | +124.8% | -192.4% | -82.3% |
| All | -69.3% | +225.0% | -294.3% | -89.4% |
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