+96.9%
GLD vs CARR
+10.4%
+86.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +3.5% | -8.1% | -4.9% |
| 30D | -5.5% | +0.4% | -5.8% | -5.5% |
| 3M | -10.9% | -14.1% | +3.2% | -9.8% |
| 6M | -17.4% | -16.7% | -0.7% | -16.3% |
| YTD | -10.3% | +4.2% | -14.5% | -10.0% |
| 1Y | -7.2% | -0.2% | -7.0% | -6.7% |
| 3Y | +96.9% | +10.9% | +86.0% | +95.3% |
| All | +96.9% | +10.4% | +86.5% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling