+30.4%
GLD vs CRCL
+34.8%
-4.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | +0.1% | +4.9% | -4.8% | -0.1% |
| 30D | +0.2% | +38.7% | -38.5% | -0.8% |
| 3M | +3.2% | +14.7% | -11.4% | +2.4% |
| 6M | -14.6% | -16.9% | +2.2% | -14.9% |
| YTD | +1.8% | +17.3% | -15.5% | +0.7% |
| 1Y | +20.7% | -21.2% | +41.9% | +19.1% |
| All | +30.4% | +34.8% | -4.4% | +28.0% |
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