+204.4%
GLD vs CLSK
-80.9%
+285.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.2% |
| 7D | -4.6% | +8.0% | -12.5% | -4.6% |
| 30D | -5.5% | -27.9% | +22.5% | -5.3% |
| 3M | -10.9% | -42.3% | +31.4% | -10.7% |
| 6M | -17.4% | -50.0% | +32.6% | -17.2% |
| YTD | -10.3% | -34.3% | +24.0% | -10.2% |
| 1Y | -7.2% | -44.5% | +37.3% | -7.0% |
| 3Y | +96.9% | +74.5% | +22.4% | +95.9% |
| 5Y | +103.8% | -69.0% | +172.7% | +102.9% |
| All | +204.4% | -80.9% | +285.3% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling