+37.3%
GS vs CARR
-8.6%
+46.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -0.1% | -8.7% | +8.6% | +2.7% |
| 3M | +0.2% | -18.4% | +18.5% | +5.9% |
| 6M | +24.8% | -0.6% | +25.4% | +24.1% |
| YTD | +18.8% | +10.9% | +7.8% | +14.7% |
| 1Y | +37.3% | -7.3% | +44.6% | +38.7% |
| All | +37.3% | -8.6% | +46.0% | +38.7% |
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