+139.3%
GS vs CARR
+6.3%
+133.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | -3.2% | -2.3% | -0.9% | -2.2% |
| 30D | -2.4% | -4.4% | +1.9% | -0.5% |
| 3M | -15.7% | -17.8% | +2.0% | -8.5% |
| 6M | -6.8% | -22.2% | +15.5% | +3.1% |
| YTD | -0.1% | +0.7% | -0.8% | -2.5% |
| 1Y | +12.1% | -5.9% | +18.0% | +12.5% |
| 3Y | +185.8% | +8.6% | +177.2% | +159.2% |
| All | +139.3% | +6.3% | +133.0% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling