+442.7%
GS vs CLSK
-81.2%
+523.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +0.5% |
| 7D | +1.6% | -19.4% | +21.0% | +2.0% |
| 30D | +1.7% | -37.4% | +39.1% | +2.6% |
| 3M | -11.6% | -43.3% | +31.7% | -10.6% |
| 6M | -1.9% | -53.7% | +51.8% | -0.6% |
| YTD | +5.1% | -35.1% | +40.1% | +5.5% |
| 1Y | +16.4% | -56.3% | +72.7% | +17.7% |
| 3Y | +199.0% | +75.7% | +123.3% | +192.3% |
| 5Y | +157.4% | -67.7% | +225.1% | +152.9% |
| All | +442.7% | -81.2% | +523.8% | +428.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling