+14.7%
GLD vs CRCL
-7.5%
+22.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.6% |
| 7D | -5.5% | -8.1% | +2.7% | -5.2% |
| 30D | -7.0% | -24.3% | +17.3% | -6.1% |
| 3M | -12.4% | -10.5% | -1.9% | -12.0% |
| 6M | -18.0% | -48.4% | +30.4% | -17.1% |
| YTD | -10.5% | -19.5% | +9.1% | -10.2% |
| 1Y | -8.1% | -26.0% | +18.0% | -7.9% |
| All | +14.7% | -7.5% | +22.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling