-12.7%
CLSK vs GTLB
-50.8%
+38.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.8% |
| 7D | +17.2% | -6.6% | +23.8% | +20.3% |
| 30D | +14.6% | +13.7% | +0.8% | +7.3% |
| 3M | -16.8% | +52.9% | -69.7% | -32.9% |
| 6M | +38.2% | +88.5% | -50.3% | -1.3% |
| YTD | +31.2% | +23.4% | +7.8% | +12.2% |
| 1Y | +37.3% | -3.8% | +41.2% | +28.5% |
| 3Y | +201.8% | -11.5% | +213.3% | +175.9% |
| All | -12.7% | -50.8% | +38.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling