+37.4%
GILD vs CART
+14.4%
+23.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.6% |
| 30D | +14.6% | +12.6% | +2.0% | +14.2% |
| 3M | +17.7% | +23.1% | -5.5% | +17.3% |
| 6M | +3.1% | +39.5% | -36.4% | +2.9% |
| YTD | +24.5% | +13.5% | +11.0% | +24.9% |
| 1Y | +37.4% | +14.9% | +22.5% | +37.1% |
| All | +37.4% | +14.4% | +23.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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