+339.2%
GLW vs CLSK
+80.2%
+259.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.9% |
| 7D | +7.7% | +8.0% | -0.2% | +6.6% |
| 30D | -18.8% | -27.9% | +9.1% | -15.1% |
| 3M | -27.7% | -42.3% | +14.5% | -22.2% |
| 6M | -44.4% | -50.0% | +5.6% | -39.3% |
| YTD | +31.3% | -34.3% | +65.6% | +38.6% |
| 1Y | +40.0% | -44.5% | +84.5% | +49.2% |
| 3Y | +339.2% | +74.5% | +264.7% | +352.9% |
| All | +339.2% | +80.2% | +259.0% | +352.9% |
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