+138.8%
CART vs GRMN
+163.9%
-25.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +1.5% | +6.4% | -4.9% | +0.2% |
| 30D | +22.4% | +8.7% | +13.7% | +20.2% |
| 3M | +16.5% | -5.8% | +22.3% | +17.8% |
| 6M | +44.9% | +22.5% | +22.3% | +38.3% |
| YTD | +30.0% | +45.6% | -15.6% | +19.0% |
| 1Y | +59.1% | +47.5% | +11.6% | +45.0% |
| 3Y | +138.8% | +166.2% | -27.4% | +58.9% |
| All | +138.8% | +163.9% | -25.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling