+72.5%
CART vs GNRC
+61.4%
+11.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | +3.0% | -10.7% | +13.6% | +3.8% |
| 30D | +28.6% | -20.1% | +48.7% | +30.8% |
| 3M | +29.1% | -16.3% | +45.4% | +30.6% |
| 6M | +44.7% | -33.9% | +78.6% | +49.4% |
| YTD | +29.2% | +29.6% | -0.4% | +17.7% |
| 1Y | +66.2% | +14.9% | +51.2% | +54.4% |
| 3Y | +112.8% | +72.5% | +40.3% | +75.6% |
| All | +72.5% | +61.4% | +11.0% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling