+11.7%
CRCL vs GFS
+21.4%
-9.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.0% |
| 7D | +4.9% | +4.5% | +0.4% | +3.3% |
| 30D | +38.7% | -8.2% | +46.9% | +42.3% |
| 3M | +14.7% | -38.9% | +53.5% | +32.9% |
| 6M | -16.9% | -2.9% | -14.0% | -23.1% |
| YTD | +17.3% | +31.8% | -14.5% | -13.6% |
| 1Y | -21.2% | +43.1% | -64.3% | -43.3% |
| All | +11.7% | +21.4% | -9.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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