+226.7%
GDX vs CLSK
-4.8%
+231.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.2% | -3.2% |
| 7D | -5.4% | +1.7% | -7.1% | -5.5% |
| 30D | +6.6% | +11.1% | -4.6% | +5.6% |
| 3M | +30.1% | -14.1% | +44.2% | +30.9% |
| 6M | -7.1% | +32.9% | -40.0% | -9.6% |
| YTD | +12.0% | +26.5% | -14.5% | +9.0% |
| 1Y | +41.2% | +27.6% | +13.6% | +36.2% |
| 3Y | +251.0% | +190.9% | +60.1% | +190.9% |
| 5Y | +226.7% | -0.4% | +227.1% | +158.6% |
| All | +226.7% | -4.8% | +231.5% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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