+72.5%
CART vs GRMN
+181.5%
-109.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | +4.7% | -1.8% | +1.9% |
| 30D | +28.6% | +3.4% | +25.1% | +27.5% |
| 3M | +29.1% | -5.0% | +34.1% | +30.3% |
| 6M | +44.7% | +18.6% | +26.1% | +39.1% |
| YTD | +29.2% | +42.5% | -13.3% | +18.8% |
| 1Y | +66.2% | +42.3% | +23.8% | +52.5% |
| 3Y | +112.8% | +158.5% | -45.7% | +58.5% |
| All | +72.5% | +181.5% | -109.1% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling