+51.5%
CART vs GRMN
+172.1%
-120.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | +12.6% | -8.4% | +21.0% | +14.7% |
| 3M | +23.1% | +15.0% | +8.1% | +19.3% |
| 6M | +39.5% | +11.2% | +28.3% | +35.9% |
| YTD | +13.5% | +37.7% | -24.2% | +5.2% |
| 1Y | +14.9% | +18.5% | -3.6% | +9.6% |
| All | +51.5% | +172.1% | -120.5% | +9.8% |
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