+308.2%
GDXJ vs CLSK
-63.3%
+371.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | -6.2% | +1.7% | -8.0% | -6.3% |
| 30D | +4.6% | +11.1% | -6.5% | +4.3% |
| 3M | +31.3% | -14.1% | +45.4% | +31.6% |
| 6M | -10.7% | +32.9% | -43.6% | -11.5% |
| YTD | +9.1% | +26.5% | -17.4% | +8.2% |
| 1Y | +44.1% | +27.6% | +16.5% | +42.5% |
| 3Y | +285.4% | +190.9% | +94.5% | +267.7% |
| 5Y | +228.4% | -0.4% | +228.8% | +213.7% |
| All | +308.2% | -63.3% | +371.5% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling