-23.3%
CRCL vs GLDM
+14.5%
-37.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.1% |
| 7D | -8.1% | -5.5% | -2.6% | -4.6% |
| 30D | -24.3% | -7.0% | -17.3% | -20.4% |
| 3M | -10.5% | -12.3% | +1.8% | -1.9% |
| 6M | -48.4% | -17.9% | -30.5% | -42.8% |
| YTD | -19.5% | -10.3% | -9.2% | -4.8% |
| 1Y | -26.0% | -7.8% | -18.3% | -11.8% |
| All | -23.3% | +14.5% | -37.8% | +23.0% |
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