+798.8%
GLW vs CLSK
-60.8%
+859.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +1.9% |
| 7D | +7.8% | +7.7% | +0.1% | +7.7% |
| 30D | -0.4% | +12.2% | -12.7% | -0.7% |
| 3M | -5.6% | -15.5% | +9.9% | -5.3% |
| 6M | +26.7% | +39.3% | -12.6% | +25.8% |
| YTD | +91.0% | +35.1% | +56.0% | +89.5% |
| 1Y | +122.4% | +34.0% | +88.4% | +120.3% |
| 3Y | +471.0% | +226.3% | +244.7% | +452.0% |
| 5Y | +385.6% | +6.4% | +379.3% | +369.8% |
| All | +798.8% | -60.8% | +859.6% | +756.8% |
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 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