+142.4%
GILD vs CRL
-37.1%
+179.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -4.8% | -3.5% | -1.3% | -4.5% |
| 30D | +5.8% | -2.1% | +7.9% | +6.0% |
| 3M | +14.9% | +48.0% | -33.0% | +10.0% |
| 6M | -0.4% | +64.7% | -65.1% | -6.0% |
| YTD | +18.5% | +39.5% | -21.0% | +13.5% |
| 1Y | +25.1% | +74.2% | -49.1% | +16.5% |
| 3Y | +105.9% | +39.4% | +66.5% | +91.4% |
| All | +142.4% | -37.1% | +179.6% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling