-72.6%
CLSK vs GLDM
+219.1%
-291.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +9.0% |
| 7D | -19.7% | +4.7% | -24.3% | -23.1% |
| 30D | -46.5% | -0.9% | -45.7% | -46.5% |
| 3M | -51.7% | -4.3% | -47.4% | -50.1% |
| 6M | -57.5% | -13.4% | -44.1% | -52.9% |
| YTD | -39.1% | -5.8% | -33.3% | -35.4% |
| 1Y | -60.0% | +2.1% | -62.1% | -59.5% |
| 3Y | +42.9% | +105.0% | -62.1% | -15.0% |
| 5Y | -69.9% | +122.5% | -192.4% | -83.5% |
| All | -72.6% | +219.1% | -291.7% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling