+8.9%
CRCL vs GIS
-29.3%
+38.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.2% |
| 7D | -11.2% | -6.4% | -4.8% | -13.8% |
| 30D | +27.1% | -6.1% | +33.2% | +23.3% |
| 3M | +9.6% | +7.8% | +1.8% | +15.0% |
| 6M | -19.7% | -8.8% | -10.9% | -22.7% |
| YTD | +14.2% | -19.1% | +33.4% | +3.3% |
| 1Y | -32.2% | -24.8% | -7.5% | -39.5% |
| All | +8.9% | -29.3% | +38.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling