+733.4%
GLW vs CLSK
-63.6%
+797.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.7% |
| 7D | +3.8% | +8.8% | -5.1% | +3.6% |
| 30D | -1.3% | -6.0% | +4.7% | -1.2% |
| 3M | -21.8% | -24.4% | +2.6% | -21.4% |
| 6M | +6.9% | +19.0% | -12.1% | +6.5% |
| YTD | +77.2% | +25.4% | +51.8% | +76.0% |
| 1Y | +123.2% | +39.8% | +83.5% | +121.1% |
| 3Y | +400.0% | +177.7% | +222.3% | +384.7% |
| 5Y | +342.8% | -11.0% | +353.8% | +329.3% |
| All | +733.4% | -63.6% | +797.1% | +695.8% |
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 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