-69.3%
CLSK vs GLDM
+212.7%
-282.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.0% |
| 7D | +1.6% | -2.0% | +3.6% | +3.1% |
| 30D | -32.9% | -4.4% | -28.5% | -30.8% |
| 3M | -40.0% | -8.8% | -31.2% | -35.6% |
| 6M | -51.7% | -15.9% | -35.8% | -45.2% |
| YTD | -31.7% | -7.7% | -24.0% | -26.3% |
| 1Y | -50.8% | -3.6% | -47.2% | -48.2% |
| 3Y | +84.8% | +105.2% | -20.5% | +9.8% |
| 5Y | -67.8% | +112.8% | -180.6% | -81.7% |
| All | -69.3% | +212.7% | -282.0% | -89.1% |
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