+436.5%
CARR vs GD
+244.6%
+191.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +3.2% | -3.5% | +6.7% | +5.3% |
| 30D | -7.7% | -9.0% | +1.4% | -2.7% |
| 3M | -11.9% | +5.1% | -17.0% | -14.8% |
| 6M | +2.0% | -1.0% | +3.0% | +1.7% |
| YTD | +13.2% | +7.3% | +5.8% | +6.7% |
| 1Y | -8.5% | +12.4% | -21.0% | -16.3% |
| 3Y | +5.0% | +73.7% | -68.7% | -27.6% |
| 5Y | +12.0% | +93.8% | -81.8% | -28.9% |
| All | +436.5% | +244.6% | +191.9% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling