+105.9%
GILD vs CLSK
+211.4%
-105.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.5% | -0.8% |
| 7D | -4.8% | +7.7% | -12.5% | -4.9% |
| 30D | +5.8% | +12.2% | -6.5% | +5.6% |
| 3M | +14.9% | -15.5% | +30.4% | +15.2% |
| 6M | -0.4% | +39.3% | -39.7% | -1.2% |
| YTD | +18.5% | +35.1% | -16.5% | +17.4% |
| 1Y | +25.1% | +34.0% | -8.9% | +23.6% |
| 3Y | +105.9% | +226.3% | -120.4% | +77.8% |
| All | +105.9% | +211.4% | -105.5% | +77.8% |
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