+31.5%
GLD vs CRCL
+47.9%
-16.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.5% | +17.1% | -17.6% | -1.1% |
| 30D | +4.4% | +61.3% | -56.9% | +2.8% |
| 3M | -1.1% | +12.7% | -13.8% | -2.0% |
| 6M | -13.8% | -3.1% | -10.7% | -14.4% |
| YTD | +2.6% | +28.7% | -26.0% | +1.3% |
| 1Y | +24.5% | -13.1% | +37.7% | +22.5% |
| All | +31.5% | +47.9% | -16.4% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling