+96.6%
GLD vs CLSK
+85.4%
+11.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +20.4% | -25.9% | -6.1% |
| 30D | -7.0% | -32.6% | +25.6% | -6.0% |
| 3M | -12.4% | -43.8% | +31.5% | -11.0% |
| 6M | -18.0% | -49.2% | +31.2% | -16.6% |
| YTD | -10.5% | -32.4% | +22.0% | -9.7% |
| 1Y | -8.1% | -48.7% | +40.6% | -7.1% |
| All | +96.6% | +85.4% | +11.2% | +95.2% |
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 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