+5.6%
CART vs GNRC
+3.4%
+2.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.5% | -6.0% |
| 7D | -4.1% | +4.8% | -8.9% | -4.0% |
| 30D | -4.3% | -10.4% | +6.0% | -4.5% |
| 3M | +13.1% | -28.5% | +41.6% | +12.4% |
| 6M | +26.0% | -6.8% | +32.8% | +25.5% |
| YTD | +6.7% | +39.5% | -32.8% | +3.3% |
| All | +5.6% | +3.4% | +2.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling