-25.3%
CRCL vs GD
+35.4%
-60.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -8.4% | +2.7% | -11.0% | -9.4% |
| 30D | -21.8% | +8.6% | -30.4% | -25.0% |
| 3M | -17.5% | -7.1% | -10.4% | -14.5% |
| 6M | -50.9% | +7.5% | -58.3% | -54.3% |
| YTD | -21.6% | +9.9% | -31.5% | -30.1% |
| 1Y | -24.5% | +7.6% | -32.0% | -30.5% |
| All | -25.3% | +35.4% | -60.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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