+54.9%
GD vs CART
+111.7%
-56.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.2% |
| 7D | -3.9% | +1.2% | -5.1% | -3.9% |
| 30D | +8.1% | +27.1% | -19.0% | +7.0% |
| 3M | -6.8% | +27.4% | -34.2% | -7.8% |
| 6M | +3.0% | +32.1% | -29.1% | +1.7% |
| YTD | +7.8% | +28.5% | -20.7% | +6.2% |
| 1Y | +5.8% | +58.8% | -53.0% | +3.2% |
| All | +54.9% | +111.7% | -56.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling