+188.9%
GS vs CLSK
-1.2%
+190.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.9% |
| 7D | +3.4% | +21.9% | -18.5% | +1.1% |
| 30D | +0.2% | +9.6% | -9.4% | -1.1% |
| 3M | -0.3% | -18.4% | +18.1% | +1.0% |
| 6M | +27.4% | +46.4% | -19.0% | +20.8% |
| YTD | +19.6% | +33.2% | -13.6% | +13.5% |
| 1Y | +42.5% | +47.0% | -4.5% | +31.6% |
| 3Y | +240.4% | +206.4% | +34.1% | +168.7% |
| 5Y | +188.9% | +5.4% | +183.5% | +122.0% |
| All | +188.9% | -1.2% | +190.1% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling