+38.4%
CART vs GDDY
+24.4%
+14.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | -9.5% | -8.1% | -1.4% | -7.7% |
| 30D | -7.8% | +2.3% | -10.1% | -8.2% |
| 3M | +10.4% | +14.7% | -4.3% | +6.1% |
| 6M | +20.1% | +2.1% | +18.0% | +18.0% |
| YTD | +3.7% | -24.6% | +28.3% | +7.2% |
| 1Y | +2.6% | -37.1% | +39.7% | +9.4% |
| All | +38.4% | +24.4% | +14.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling