+11.7%
CRCL vs GTLB
-3.8%
+15.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +4.9% | -6.6% | +11.5% | +6.4% |
| 30D | +38.7% | +13.7% | +24.9% | +35.0% |
| 3M | +14.7% | +52.9% | -38.2% | +5.3% |
| 6M | -16.9% | +88.5% | -105.3% | -27.8% |
| YTD | +17.3% | +23.4% | -6.2% | +3.4% |
| 1Y | -21.2% | -3.8% | -17.4% | -31.6% |
| All | +11.7% | -3.8% | +15.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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