+14.9%
GLD vs CRCL
-9.9%
+24.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -4.6% | -8.4% | +3.8% | -4.2% |
| 30D | -5.5% | -21.8% | +16.3% | -4.6% |
| 3M | -10.9% | -17.5% | +6.6% | -10.3% |
| 6M | -17.4% | -50.9% | +33.4% | -16.4% |
| YTD | -10.3% | -21.6% | +11.3% | -10.0% |
| 1Y | -7.2% | -24.5% | +17.3% | -6.8% |
| All | +14.9% | -9.9% | +24.8% | +14.4% |
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