+52.3%
GM vs CLSK
+35.0%
+17.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +1.7% | +8.8% | -7.1% | +1.1% |
| 30D | -1.6% | -6.0% | +4.4% | -1.3% |
| 3M | +5.7% | -24.4% | +30.1% | +7.2% |
| 6M | +12.2% | +19.0% | -6.9% | +10.0% |
| YTD | +8.4% | +25.4% | -17.0% | +6.6% |
| 1Y | +52.3% | +39.8% | +12.5% | +48.9% |
| All | +52.3% | +35.0% | +17.3% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling