+73.5%
CART vs GNRC
+66.0%
+7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | +0.3% | -13.1% | +13.4% | +1.4% |
| 30D | +22.4% | -19.2% | +41.6% | +24.4% |
| 3M | +15.6% | -11.8% | +27.4% | +16.4% |
| 6M | +44.9% | -32.5% | +77.4% | +49.3% |
| YTD | +30.0% | +33.3% | -3.3% | +18.1% |
| 1Y | +56.6% | +16.0% | +40.6% | +45.8% |
| 3Y | +131.9% | +75.5% | +56.4% | +91.1% |
| All | +73.5% | +66.0% | +7.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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