+1.5%
CARR vs GFS
-19.7%
+21.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.9% |
| 7D | -3.8% | +3.8% | -7.6% | -4.6% |
| 30D | -8.9% | -11.7% | +2.8% | -6.3% |
| 3M | -17.3% | -41.8% | +24.5% | -6.8% |
| 6M | -1.4% | +6.6% | -8.0% | -6.2% |
| YTD | +10.0% | +34.6% | -24.7% | -2.8% |
| 1Y | -6.4% | +46.2% | -52.5% | -19.7% |
| 3Y | +1.5% | -20.3% | +21.9% | +0.5% |
| All | +1.5% | -19.7% | +21.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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