+18.2%
GLD vs CRCL
-24.7%
+42.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.6% |
| 7D | -3.4% | -12.5% | +9.1% | -2.6% |
| 30D | -1.1% | +26.9% | -28.1% | -2.6% |
| 3M | +5.8% | +14.4% | -8.6% | +4.4% |
| 6M | -17.1% | -23.5% | +6.5% | -17.2% |
| YTD | 0.0% | +13.9% | -13.9% | -2.3% |
| 1Y | +18.2% | -20.6% | +38.8% | +15.7% |
| All | +18.2% | -24.7% | +42.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling