+71.5%
CART vs GPC
-7.2%
+78.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.2% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | +27.1% | -2.3% | +29.4% | +27.3% |
| 3M | +27.4% | -4.5% | +31.9% | +28.1% |
| 6M | +32.1% | +21.6% | +10.6% | +29.6% |
| YTD | +28.5% | +4.0% | +24.4% | +27.1% |
| 1Y | +58.8% | +3.5% | +55.3% | +57.1% |
| 3Y | +114.8% | +2.1% | +112.6% | +101.4% |
| All | +71.5% | -7.2% | +78.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 all: compounded portfolio wealth divided by compounded GPC 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…
all analysis · Full analysis span regression · 6 months rolling