+38.6%
GILD vs CARR
-6.2%
+44.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | +13.6% | -4.4% | +18.0% | +14.0% |
| 3M | +28.3% | -17.8% | +46.0% | +29.9% |
| 6M | +23.9% | -22.2% | +46.2% | +25.4% |
| YTD | +38.4% | +0.7% | +37.7% | +36.7% |
| 1Y | +38.6% | -5.9% | +44.5% | +37.5% |
| All | +38.6% | -6.2% | +44.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling