+421.5%
CARR vs GH
+153.8%
+267.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | -3.8% | -2.5% | -1.3% | -3.5% |
| 30D | -8.9% | -4.7% | -4.2% | -8.4% |
| 3M | -17.3% | +20.2% | -37.5% | -19.6% |
| 6M | -1.4% | +78.8% | -80.2% | -9.6% |
| YTD | +10.0% | +54.1% | -44.1% | +2.5% |
| 1Y | -6.4% | +177.1% | -183.4% | -20.3% |
| 3Y | +1.5% | +371.6% | -370.1% | -23.9% |
| 5Y | +9.3% | +21.9% | -12.6% | -9.0% |
| All | +421.5% | +153.8% | +267.7% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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