+74.1%
GS vs CRCL
+34.8%
+39.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | +2.4% | +4.9% | -2.5% | +2.0% |
| 30D | -0.1% | +38.7% | -38.8% | -2.3% |
| 3M | +0.2% | +14.7% | -14.5% | -1.3% |
| 6M | +24.8% | -16.9% | +41.7% | +24.3% |
| YTD | +18.8% | +17.3% | +1.5% | +14.9% |
| 1Y | +37.3% | -21.2% | +58.5% | +34.7% |
| All | +74.1% | +34.8% | +39.3% | +73.9% |
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