+421.5%
CARR vs GRMN
+354.7%
+66.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.2% |
| 7D | -3.8% | +2.4% | -6.2% | -4.7% |
| 30D | -8.9% | -8.5% | -0.5% | -5.7% |
| 3M | -17.3% | +19.5% | -36.8% | -24.2% |
| 6M | -1.4% | +21.2% | -22.6% | -10.2% |
| YTD | +10.0% | +41.0% | -31.1% | -6.9% |
| 1Y | -6.4% | +19.6% | -25.9% | -15.4% |
| 3Y | +1.5% | +183.8% | -182.2% | -44.6% |
| 5Y | +9.3% | +83.0% | -73.7% | -27.0% |
| All | +421.5% | +354.7% | +66.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling