+613.1%
GS vs CARR
+394.0%
+219.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.9% | +3.5% | +2.4% | +4.7% |
| 30D | +4.3% | +0.4% | +4.0% | +4.2% |
| 3M | -11.7% | -14.1% | +2.4% | -7.1% |
| 6M | -3.2% | -16.7% | +13.5% | +2.5% |
| YTD | +5.8% | +4.2% | +1.6% | +3.2% |
| 1Y | +16.0% | -0.2% | +16.2% | +14.7% |
| 3Y | +199.8% | +10.9% | +188.9% | +183.8% |
| 5Y | +155.5% | +3.9% | +151.6% | +137.5% |
| All | +613.1% | +394.0% | +219.1% | +458.9% |
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