+248.4%
GLD vs CLSK
-63.6%
+312.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.5% | +8.8% | -9.4% | -0.6% |
| 30D | +4.4% | -6.0% | +10.4% | +4.4% |
| 3M | -1.1% | -24.4% | +23.3% | -1.0% |
| 6M | -13.8% | +19.0% | -32.8% | -13.9% |
| YTD | +2.6% | +25.4% | -22.8% | +2.4% |
| 1Y | +24.5% | +39.8% | -15.2% | +24.2% |
| 3Y | +125.8% | +177.7% | -51.8% | +124.1% |
| 5Y | +137.8% | -11.0% | +148.8% | +135.9% |
| All | +248.4% | -63.6% | +312.0% | +241.4% |
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