+285.7%
GDXJ vs CLSK
+211.4%
+74.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +0.4% |
| 7D | -2.8% | +7.7% | -10.5% | -3.5% |
| 30D | +5.0% | +12.2% | -7.3% | +3.6% |
| 3M | +24.1% | -15.5% | +39.5% | +25.1% |
| 6M | -7.4% | +39.3% | -46.7% | -10.4% |
| YTD | +10.2% | +35.1% | -24.9% | +6.5% |
| 1Y | +42.5% | +34.0% | +8.5% | +37.3% |
| 3Y | +285.7% | +226.3% | +59.5% | +234.9% |
| All | +285.7% | +211.4% | +74.3% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling