+708.0%
GS vs CARR
+441.9%
+266.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +0.9% | +1.6% | -0.6% | +0.4% |
| 30D | -1.6% | -8.7% | +7.2% | +1.4% |
| 3M | -4.5% | -12.6% | +8.1% | -0.5% |
| 6M | +20.9% | -1.5% | +22.4% | +20.5% |
| YTD | +19.9% | +14.3% | +5.6% | +13.4% |
| 1Y | +41.4% | -4.6% | +46.0% | +41.4% |
| 3Y | +239.2% | +7.3% | +231.8% | +222.3% |
| 5Y | +185.0% | +11.6% | +173.4% | +157.7% |
| All | +708.0% | +441.9% | +266.1% | +514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling