+46.5%
GS vs CRCL
-1.6%
+48.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -3.2% | -6.4% | +3.2% | -2.7% |
| 30D | -2.4% | -16.0% | +13.6% | -1.3% |
| 3M | -15.7% | +7.3% | -23.0% | -16.3% |
| 6M | -6.8% | -44.3% | +37.5% | -4.4% |
| YTD | -0.1% | -14.4% | +14.3% | -1.3% |
| 1Y | +12.1% | -32.1% | +44.2% | +11.4% |
| All | +46.5% | -1.6% | +48.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling