+13.4%
GD vs CART
+14.4%
-1.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | -6.4% | +12.6% | -19.0% | -6.5% |
| 3M | +5.7% | +23.1% | -17.4% | +5.5% |
| 6M | -0.9% | +39.5% | -40.5% | -1.0% |
| YTD | +8.2% | +13.5% | -5.4% | +6.3% |
| 1Y | +13.4% | +14.9% | -1.4% | +10.4% |
| All | +13.4% | +14.4% | -1.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling