-54.0%
CLSK vs GLDM
+1.2%
-55.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +1.9% | +10.3% | +10.3% |
| 7D | -3.4% | +5.0% | -8.3% | -9.0% |
| 30D | -34.2% | -1.3% | -32.9% | -33.3% |
| 3M | -43.8% | -4.7% | -39.1% | -40.5% |
| 6M | -51.3% | -12.4% | -39.0% | -44.0% |
| YTD | -31.7% | -4.1% | -27.7% | -35.1% |
| All | -54.0% | +1.2% | -55.3% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling