+105.9%
GILD vs CRBG
+122.1%
-16.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | +5.8% | +2.6% | +3.1% | +5.5% |
| 3M | +14.9% | +24.0% | -9.1% | +12.1% |
| 6M | -0.4% | +50.5% | -50.9% | -5.1% |
| YTD | +18.5% | +17.1% | +1.4% | +15.7% |
| 1Y | +25.1% | +5.9% | +19.2% | +23.6% |
| 3Y | +105.9% | +122.7% | -16.8% | +83.7% |
| All | +105.9% | +122.1% | -16.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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