+74.7%
CART vs GRMN
+179.0%
-104.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | +19.2% | +1.2% | +18.0% | +18.8% |
| 3M | +17.6% | -8.9% | +26.5% | +19.6% |
| 6M | +47.4% | +23.0% | +24.4% | +40.5% |
| YTD | +30.9% | +41.2% | -10.3% | +20.5% |
| 1Y | +46.0% | +47.5% | -1.5% | +33.0% |
| 3Y | +130.3% | +155.8% | -25.4% | +71.9% |
| All | +74.7% | +179.0% | -104.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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