+421.5%
CARR vs GPN
-29.9%
+451.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.8% | -4.6% | +0.8% | -2.5% |
| 30D | -8.9% | -0.3% | -8.6% | -9.0% |
| 3M | -17.3% | +35.4% | -52.7% | -25.0% |
| 6M | -1.4% | +21.7% | -23.1% | -8.2% |
| YTD | +10.0% | +14.9% | -4.9% | +3.3% |
| 1Y | -6.4% | +3.2% | -9.5% | -9.4% |
| 3Y | +1.5% | -27.1% | +28.7% | +7.3% |
| 5Y | +9.3% | -44.4% | +53.7% | +20.3% |
| All | +421.5% | -29.9% | +451.4% | +459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling