+75.4%
GS vs CRCL
+39.4%
+36.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.2% |
| 7D | +3.4% | +7.5% | -4.1% | +2.8% |
| 30D | +0.2% | +44.3% | -44.1% | -2.3% |
| 3M | -0.3% | +16.5% | -16.9% | -1.9% |
| 6M | +27.4% | -5.6% | +33.0% | +25.9% |
| YTD | +19.6% | +21.3% | -1.6% | +15.6% |
| 1Y | +42.5% | -14.5% | +56.9% | +39.3% |
| All | +75.4% | +39.4% | +36.0% | +74.8% |
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