-1.0%
GS vs CRCL
-43.5%
+42.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.3% |
| 7D | -0.1% | -11.8% | +11.7% | +1.7% |
| 30D | +3.7% | -20.0% | +23.6% | +6.8% |
| 3M | -10.0% | -5.7% | -4.3% | -10.1% |
| 6M | -1.0% | -49.1% | +48.1% | +13.7% |
| All | -1.0% | -43.5% | +42.5% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling