+210.7%
GM vs CLSK
-60.8%
+271.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.8% |
| 7D | -2.4% | +7.7% | -10.2% | -2.7% |
| 30D | -1.1% | +12.2% | -13.3% | -1.5% |
| 3M | +6.1% | -15.5% | +21.6% | +6.3% |
| 6M | +15.0% | +39.3% | -24.4% | +13.5% |
| YTD | +6.0% | +35.1% | -29.1% | +4.5% |
| 1Y | +47.1% | +34.0% | +13.1% | +44.5% |
| 3Y | +170.5% | +226.3% | -55.8% | +155.8% |
| 5Y | +80.5% | +6.4% | +74.1% | +71.0% |
| All | +210.7% | -60.8% | +271.5% | +181.1% |
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