+2.4%
CARR vs GPC
-1.1%
+3.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | -8.7% | +1.3% | -10.0% | -9.1% |
| 3M | -18.4% | +37.1% | -55.5% | -27.3% |
| 6M | -0.6% | +23.2% | -23.8% | -8.3% |
| YTD | +10.9% | +13.1% | -2.1% | +4.0% |
| 1Y | -7.3% | +0.9% | -8.2% | -9.6% |
| All | +2.4% | -1.1% | +3.5% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling