+39.4%
GM vs CLSK
-58.7%
+98.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.6% | +21.2% | +5.7% |
| 7D | +12.1% | -20.7% | +32.8% | +13.6% |
| 30D | +15.2% | -45.5% | +60.7% | +20.2% |
| 3M | +4.9% | -52.0% | +56.9% | +10.3% |
| 6M | +22.6% | -47.0% | +69.6% | +26.7% |
| YTD | +14.4% | -32.8% | +47.2% | +15.1% |
| 1Y | +39.4% | -58.1% | +97.5% | +42.9% |
| All | +39.4% | -58.7% | +98.2% | +42.9% |
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