+40.2%
CART vs GDDY
+28.1%
+12.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -8.7% | -7.0% | -1.7% | -7.1% |
| 30D | -4.4% | +6.2% | -10.6% | -5.6% |
| 3M | +14.6% | +20.0% | -5.4% | +9.0% |
| 6M | +24.4% | +6.8% | +17.6% | +21.1% |
| YTD | +5.0% | -22.3% | +27.4% | +7.9% |
| 1Y | +0.5% | -33.5% | +34.1% | +6.0% |
| All | +40.2% | +28.1% | +12.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling