-60.8%
CLSK vs GPC
+87.6%
-148.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | +7.7% | -3.2% | +10.9% | +8.8% |
| 30D | +12.2% | +0.5% | +11.7% | +11.7% |
| 3M | -15.5% | +31.7% | -47.2% | -25.9% |
| 6M | +39.3% | +24.7% | +14.6% | +25.0% |
| YTD | +35.1% | +11.8% | +23.3% | +25.8% |
| 1Y | +34.0% | -3.0% | +37.0% | +31.8% |
| 3Y | +226.3% | -1.1% | +227.4% | +214.5% |
| 5Y | +6.4% | +30.5% | -24.1% | +0.5% |
| All | -60.8% | +87.6% | -148.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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