+170.5%
GM vs CARR
+1.4%
+169.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -2.4% | -3.8% | +1.3% | -1.0% |
| 30D | -1.1% | -8.9% | +7.8% | +2.4% |
| 3M | +6.1% | -17.3% | +23.4% | +13.3% |
| 6M | +15.0% | -1.4% | +16.4% | +13.3% |
| YTD | +6.0% | +10.0% | -4.0% | -1.2% |
| 1Y | +47.1% | -6.4% | +53.4% | +46.8% |
| 3Y | +170.5% | +1.5% | +168.9% | +152.3% |
| All | +170.5% | +1.4% | +169.1% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling