+441.9%
CARR vs GPC
+154.9%
+287.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | -8.7% | +6.0% | -14.7% | -10.9% |
| 3M | -12.6% | +42.6% | -55.2% | -25.3% |
| 6M | -1.5% | +22.8% | -24.3% | -10.6% |
| YTD | +14.3% | +15.5% | -1.2% | +5.3% |
| 1Y | -4.6% | +2.0% | -6.6% | -7.4% |
| 3Y | +7.3% | -1.4% | +8.8% | +2.5% |
| 5Y | +11.6% | +30.6% | -19.0% | -4.5% |
| All | +441.9% | +154.9% | +287.0% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling