-4.6%
CARR vs GD
+13.1%
-17.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.4% |
| 7D | +1.6% | -5.3% | +6.8% | +2.6% |
| 30D | -8.7% | -6.4% | -2.3% | -7.6% |
| 3M | -12.6% | +5.7% | -18.3% | -13.6% |
| 6M | -1.5% | -0.9% | -0.6% | -0.5% |
| YTD | +14.3% | +8.2% | +6.1% | +9.6% |
| 1Y | -4.6% | +13.4% | -18.0% | -10.9% |
| All | -4.6% | +13.1% | -17.7% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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