+421.5%
CARR vs GPC
+146.8%
+274.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -3.8% | -3.2% | -0.6% | -2.5% |
| 30D | -8.9% | +0.5% | -9.4% | -9.2% |
| 3M | -17.3% | +31.7% | -49.1% | -27.0% |
| 6M | -1.4% | +24.7% | -26.1% | -11.1% |
| YTD | +10.0% | +11.8% | -1.8% | +2.7% |
| 1Y | -6.4% | -3.0% | -3.4% | -7.2% |
| 3Y | +1.5% | -1.1% | +2.7% | -3.4% |
| 5Y | +9.3% | +30.5% | -21.2% | -6.3% |
| All | +421.5% | +146.8% | +274.7% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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