+37.3%
GS vs CLSK
+42.1%
-4.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | +2.4% | +17.2% | -14.8% | +0.1% |
| 30D | -0.1% | +14.6% | -14.6% | -2.4% |
| 3M | +0.2% | -16.8% | +17.0% | +1.2% |
| 6M | +24.8% | +38.2% | -13.4% | +18.2% |
| YTD | +18.8% | +31.2% | -12.5% | +11.6% |
| 1Y | +37.3% | +37.3% | 0.0% | +30.8% |
| All | +37.3% | +42.1% | -4.8% | +30.8% |
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 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