+180.1%
CLSK vs GLDM
+128.8%
+51.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.5% |
| 7D | +8.8% | -0.5% | +9.4% | +9.4% |
| 30D | -6.0% | +4.4% | -10.4% | -8.3% |
| 3M | -24.4% | -1.1% | -23.3% | -23.7% |
| 6M | +19.0% | -13.7% | +32.7% | +29.4% |
| YTD | +25.4% | +2.8% | +22.6% | +29.1% |
| 1Y | +39.8% | +24.8% | +14.9% | +40.1% |
| All | +180.1% | +128.8% | +51.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling