+608.1%
GS vs CARR
+383.2%
+224.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.6% | -4.3% | +5.8% | +3.1% |
| 30D | +1.7% | -4.2% | +5.8% | +3.2% |
| 3M | -11.6% | -16.1% | +4.5% | -6.3% |
| 6M | -1.9% | -20.1% | +18.2% | +5.2% |
| YTD | +5.1% | +1.9% | +3.2% | +3.3% |
| 1Y | +16.4% | -6.1% | +22.5% | +17.4% |
| 3Y | +199.0% | +7.3% | +191.7% | +186.1% |
| 5Y | +157.4% | +4.4% | +153.1% | +139.8% |
| All | +608.1% | +383.2% | +224.9% | +459.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling