+9.6%
CARR vs GPC
+30.9%
-21.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.3% |
| 7D | +0.6% | -0.6% | +1.3% | +0.9% |
| 30D | -8.7% | +1.3% | -10.0% | -9.2% |
| 3M | -18.4% | +37.1% | -55.5% | -30.2% |
| 6M | -0.6% | +23.2% | -23.8% | -10.8% |
| YTD | +10.9% | +13.1% | -2.1% | +2.0% |
| 1Y | -7.3% | +0.9% | -8.2% | -9.9% |
| 3Y | +2.9% | -0.8% | +3.7% | -3.5% |
| 5Y | +9.6% | +31.1% | -21.5% | -17.9% |
| All | +9.6% | +30.9% | -21.2% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling