+29.2%
GLD vs CRCL
+39.4%
-10.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.0% | -1.5% |
| 7D | +0.7% | +7.5% | -6.7% | +0.5% |
| 30D | +0.3% | +44.3% | -43.9% | -0.9% |
| 3M | +0.6% | +16.5% | -15.9% | -0.2% |
| 6M | -15.6% | -5.6% | -10.0% | -16.0% |
| YTD | +0.9% | +21.3% | -20.4% | -0.3% |
| 1Y | +19.4% | -14.5% | +33.9% | +17.7% |
| All | +29.2% | +39.4% | -10.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling