+421.5%
CARR vs GAP
+246.1%
+175.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.9% |
| 7D | -3.8% | -4.1% | +0.3% | -2.9% |
| 30D | -8.9% | +6.2% | -15.1% | -10.3% |
| 3M | -17.3% | -0.7% | -16.6% | -17.6% |
| 6M | -1.4% | -7.1% | +5.7% | -1.0% |
| YTD | +10.0% | -14.1% | +24.1% | +11.9% |
| 1Y | -6.4% | -8.5% | +2.1% | -6.4% |
| 3Y | +1.5% | +115.4% | -113.8% | -20.7% |
| 5Y | +9.3% | +9.8% | -0.5% | -7.0% |
| All | +421.5% | +246.1% | +175.4% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling