-18.8%
CRCL vs GLDM
+22.4%
-41.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.7% |
| 7D | -6.3% | +5.0% | -11.2% | -9.3% |
| 30D | -20.1% | -1.3% | -18.8% | -19.3% |
| 3M | +1.3% | -4.7% | +6.0% | +5.3% |
| 6M | -40.6% | -12.4% | -28.2% | -37.0% |
| YTD | -14.8% | -4.1% | -10.8% | -3.6% |
| 1Y | -34.5% | +3.3% | -37.8% | -23.8% |
| All | -18.8% | +22.4% | -41.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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