+1.5%
CARR vs GFI
+287.6%
-286.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | -3.8% | -4.9% | +1.1% | -3.4% |
| 30D | -8.9% | +10.7% | -19.6% | -9.7% |
| 3M | -17.3% | +25.6% | -42.9% | -19.0% |
| 6M | -1.4% | -8.3% | +6.9% | -1.7% |
| YTD | +10.0% | +6.3% | +3.7% | +9.2% |
| 1Y | -6.4% | +22.1% | -28.4% | -7.6% |
| 3Y | +1.5% | +289.2% | -287.6% | -7.8% |
| All | +1.5% | +287.6% | -286.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling