+73.5%
CART vs GAP
+141.8%
-68.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +22.4% | -4.3% | +26.7% | +22.8% |
| 3M | +16.5% | +9.4% | +7.1% | +15.3% |
| 6M | +44.9% | -3.3% | +48.2% | +44.5% |
| YTD | +30.0% | -10.5% | +40.5% | +30.0% |
| 1Y | +59.1% | -2.4% | +61.4% | +57.6% |
| 3Y | +138.8% | +80.1% | +58.7% | +115.7% |
| All | +73.5% | +141.8% | -68.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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