-63.6%
CLSK vs GPC
+93.8%
-157.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +8.8% | +1.2% | +7.6% | +8.4% |
| 30D | -6.0% | +6.0% | -12.0% | -8.1% |
| 3M | -24.4% | +42.6% | -67.0% | -35.6% |
| 6M | +19.0% | +22.8% | -3.7% | +7.6% |
| YTD | +25.4% | +15.5% | +9.9% | +15.6% |
| 1Y | +39.8% | +2.0% | +37.7% | +35.0% |
| 3Y | +177.7% | -1.4% | +179.1% | +167.7% |
| 5Y | -11.0% | +30.6% | -41.6% | -16.7% |
| All | -63.6% | +93.8% | -157.4% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling