+10.7%
CARR vs GPN
-44.5%
+55.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -4.3% | +0.6% | -2.5% |
| 30D | -8.9% | 0.0% | -8.9% | -9.1% |
| 3M | -17.3% | +35.8% | -53.1% | -25.5% |
| 6M | -1.4% | +22.0% | -23.4% | -8.7% |
| YTD | +10.0% | +15.2% | -5.2% | +2.9% |
| 1Y | -6.4% | +3.5% | -9.8% | -9.4% |
| 3Y | +1.5% | -26.9% | +28.5% | +8.4% |
| All | +10.7% | -44.5% | +55.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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