+18.2%
GLD vs CARR
-9.9%
+28.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.4% |
| 7D | -3.4% | -4.1% | +0.8% | -2.8% |
| 30D | -1.1% | -11.0% | +9.8% | +0.5% |
| 3M | +5.8% | -16.4% | +22.2% | +8.3% |
| 6M | -17.1% | -2.4% | -14.7% | -17.1% |
| YTD | 0.0% | +8.4% | -8.4% | +1.4% |
| 1Y | +18.2% | -8.0% | +26.2% | +23.0% |
| All | +18.2% | -9.9% | +28.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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