+226.3%
CLSK vs GTLB
-10.9%
+237.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.0% |
| 7D | +7.7% | -5.7% | +13.4% | +9.8% |
| 30D | +12.2% | +15.1% | -2.9% | +5.5% |
| 3M | -15.5% | +65.5% | -80.9% | -32.7% |
| 6M | +39.3% | +102.9% | -63.5% | -0.9% |
| YTD | +35.1% | +25.2% | +9.9% | +18.8% |
| 1Y | +34.0% | -5.5% | +39.5% | +32.0% |
| 3Y | +226.3% | -10.9% | +237.1% | +205.3% |
| All | +226.3% | -10.9% | +237.2% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling