+377.4%
CARR vs GD
+243.8%
+133.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.2% |
| 7D | -2.3% | -5.0% | +2.6% | +0.5% |
| 30D | -4.4% | +8.9% | -13.3% | -9.0% |
| 3M | -17.8% | -8.0% | -9.7% | -14.1% |
| 6M | -22.2% | +2.9% | -25.1% | -24.2% |
| YTD | +0.7% | +7.1% | -6.4% | -5.2% |
| 1Y | -5.9% | +5.9% | -11.9% | -10.9% |
| 3Y | +8.6% | +53.9% | -45.3% | -19.0% |
| 5Y | +6.7% | +95.4% | -88.7% | -32.8% |
| All | +377.4% | +243.8% | +133.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling