+73.5%
CART vs GAP
+139.0%
-65.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +22.4% | -5.4% | +27.8% | +23.0% |
| 3M | +15.6% | +2.9% | +12.7% | +15.1% |
| 6M | +44.9% | -4.4% | +49.3% | +44.7% |
| YTD | +30.0% | -11.6% | +41.6% | +30.2% |
| 1Y | +56.6% | -6.0% | +62.7% | +55.8% |
| 3Y | +131.9% | +78.0% | +53.9% | +109.7% |
| All | +73.5% | +139.0% | -65.5% | +35.8% |
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