+130.3%
CART vs GDDY
+30.4%
+99.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +19.2% | +10.4% | +8.8% | +16.0% |
| 3M | +17.6% | +13.6% | +4.0% | +13.5% |
| 6M | +47.4% | +33.7% | +13.7% | +36.0% |
| YTD | +30.9% | -8.0% | +38.9% | +28.0% |
| 1Y | +46.0% | -12.9% | +58.9% | +43.9% |
| 3Y | +130.3% | +29.3% | +101.0% | +92.9% |
| All | +130.3% | +30.4% | +99.9% | +92.9% |
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