+22.6%
CRCL vs GGLL
+213.6%
-191.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | +17.1% | -4.8% | +21.9% | +17.7% |
| 30D | +61.3% | -13.7% | +75.0% | +63.8% |
| 3M | +12.7% | -21.9% | +34.6% | +15.4% |
| 6M | -3.1% | +11.7% | -14.7% | -7.9% |
| YTD | +28.7% | +2.3% | +26.4% | +22.7% |
| 1Y | -13.1% | +76.2% | -89.3% | -12.1% |
| All | +22.6% | +213.6% | -191.0% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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