-10.1%
CLSK vs GTLB
-50.1%
+40.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.1% |
| 7D | +7.7% | -5.7% | +13.4% | +10.1% |
| 30D | +12.2% | +15.1% | -2.9% | +4.6% |
| 3M | -15.5% | +65.5% | -80.9% | -34.2% |
| 6M | +39.3% | +102.9% | -63.5% | -3.6% |
| YTD | +35.1% | +25.2% | +9.9% | +14.8% |
| 1Y | +34.0% | -5.5% | +39.5% | +26.4% |
| 3Y | +226.3% | -10.9% | +237.1% | +197.4% |
| All | -10.1% | -50.1% | +40.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling