+39.8%
CLSK vs GTLB
+14.4%
+25.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +8.8% | +11.1% | -2.2% | +7.9% |
| 30D | -6.0% | +37.8% | -43.8% | -8.7% |
| 3M | -24.4% | +61.6% | -86.0% | -28.0% |
| 6M | +19.0% | +98.9% | -79.9% | +10.3% |
| YTD | +25.4% | +32.8% | -7.4% | +21.6% |
| 1Y | +39.8% | +14.7% | +25.1% | +50.1% |
| All | +39.8% | +14.4% | +25.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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