+188.9%
GS vs CARR
+13.1%
+175.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +3.4% | +3.2% | +0.1% | +2.0% |
| 30D | +0.2% | -7.7% | +7.8% | +3.6% |
| 3M | -0.3% | -11.9% | +11.6% | +4.5% |
| 6M | +27.4% | +2.0% | +25.3% | +24.5% |
| YTD | +19.6% | +13.2% | +6.5% | +11.1% |
| 1Y | +42.5% | -8.5% | +51.0% | +44.8% |
| 3Y | +240.4% | +5.0% | +235.5% | +214.9% |
| 5Y | +188.9% | +12.0% | +176.9% | +140.5% |
| All | +188.9% | +13.1% | +175.8% | +140.5% |
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