+25.1%
GILD vs CART
+5.1%
+20.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -0.9% |
| 7D | -4.8% | -4.6% | -0.2% | -4.7% |
| 30D | +5.8% | +0.6% | +5.2% | +5.8% |
| 3M | +14.9% | +16.3% | -1.4% | +14.7% |
| 6M | -0.4% | +32.1% | -32.5% | -0.6% |
| YTD | +18.5% | +8.3% | +10.2% | +19.1% |
| 1Y | +25.1% | +6.1% | +19.0% | +25.6% |
| All | +25.1% | +5.1% | +20.0% | +25.6% |
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