+194.7%
GLD vs CARR
+441.9%
-247.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.4% | -8.7% | +13.1% | +4.6% |
| 3M | -1.1% | -12.6% | +11.5% | -0.8% |
| 6M | -13.8% | -1.5% | -12.2% | -13.8% |
| YTD | +2.6% | +14.3% | -11.7% | +2.6% |
| 1Y | +24.5% | -4.6% | +29.1% | +24.6% |
| 3Y | +125.8% | +7.3% | +118.5% | +125.6% |
| 5Y | +137.8% | +11.6% | +126.2% | +136.4% |
| All | +194.7% | +441.9% | -247.2% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling