+105.9%
GILD vs CARR
+1.4%
+104.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -4.8% | -3.8% | -1.1% | -4.6% |
| 30D | +5.8% | -8.9% | +14.7% | +6.4% |
| 3M | +14.9% | -17.3% | +32.2% | +16.1% |
| 6M | -0.4% | -1.4% | +1.0% | -1.1% |
| YTD | +18.5% | +10.0% | +8.5% | +17.1% |
| 1Y | +25.1% | -6.4% | +31.5% | +24.7% |
| 3Y | +105.9% | +1.5% | +104.3% | +100.2% |
| All | +105.9% | +1.4% | +104.5% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling