+425.9%
CARR vs GH
+162.5%
+263.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -8.7% | -2.6% | -6.0% | -8.4% |
| 3M | -18.4% | +25.1% | -43.5% | -21.1% |
| 6M | -0.6% | +78.5% | -79.1% | -8.8% |
| YTD | +10.9% | +59.4% | -48.4% | +3.0% |
| 1Y | -7.3% | +173.9% | -181.1% | -21.0% |
| 3Y | +2.9% | +382.7% | -379.8% | -23.1% |
| 5Y | +9.6% | +24.4% | -14.8% | -9.0% |
| All | +425.9% | +162.5% | +263.4% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling