+231.4%
GLW vs CRCL
+31.3%
+200.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +7.8% | -11.2% | +19.1% | +8.8% |
| 30D | -0.4% | +27.1% | -27.5% | -2.8% |
| 3M | -5.6% | +9.6% | -15.2% | -7.0% |
| 6M | +26.7% | -19.7% | +46.4% | +26.7% |
| YTD | +91.0% | +14.2% | +76.8% | +85.8% |
| 1Y | +122.4% | -32.2% | +154.6% | +118.6% |
| All | +231.4% | +31.3% | +200.1% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling