+425.9%
CARR vs GRMN
+336.2%
+89.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | +0.6% | -1.4% | +2.0% | +1.2% |
| 30D | -8.7% | -13.1% | +4.4% | -3.5% |
| 3M | -18.4% | +14.9% | -33.3% | -24.0% |
| 6M | -0.6% | +13.1% | -13.7% | -6.9% |
| YTD | +10.9% | +35.3% | -24.4% | -4.5% |
| 1Y | -7.3% | +16.0% | -23.3% | -15.3% |
| 3Y | +2.9% | +179.6% | -176.7% | -43.8% |
| 5Y | +9.6% | +75.0% | -65.4% | -25.4% |
| All | +425.9% | +336.2% | +89.8% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling