+9,550.5%
GILD vs CRL
+1,327.0%
+8,223.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.0% |
| 30D | +5.8% | -2.1% | +7.9% | +6.3% |
| 3M | +14.9% | +48.0% | -33.0% | +3.7% |
| 6M | -0.4% | +64.7% | -65.1% | -13.3% |
| YTD | +18.5% | +39.5% | -21.0% | +6.7% |
| 1Y | +25.1% | +74.2% | -49.1% | +5.9% |
| 3Y | +105.9% | +39.4% | +66.5% | +74.8% |
| 5Y | +143.0% | -36.9% | +179.9% | +146.5% |
| 10Y | +162.4% | +253.3% | -90.9% | +48.6% |
| All | +9,550.5% | +1,327.0% | +8,223.5% | +3,592.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling