+41.4%
GS vs CARR
-3.6%
+45.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.9% | +1.6% | -0.6% | +0.5% |
| 30D | -1.6% | -8.7% | +7.2% | +1.0% |
| 3M | -4.5% | -12.6% | +8.1% | -1.2% |
| 6M | +20.9% | -1.5% | +22.4% | +20.1% |
| YTD | +19.9% | +14.3% | +5.6% | +16.2% |
| 1Y | +41.4% | -4.6% | +46.0% | +33.0% |
| All | +41.4% | -3.6% | +45.0% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling