+9.1%
CARR vs GRMN
+74.2%
-65.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.1% | -1.8% | -2.3% | -3.5% |
| 30D | -11.0% | -12.1% | +1.1% | -6.7% |
| 3M | -16.4% | +18.0% | -34.4% | -22.5% |
| 6M | -2.4% | +13.7% | -16.1% | -8.3% |
| YTD | +8.4% | +35.3% | -26.9% | -5.6% |
| 1Y | -8.0% | +17.2% | -25.2% | -15.7% |
| 3Y | +0.6% | +179.6% | -179.0% | -44.5% |
| All | +9.1% | +74.2% | -65.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling