+74.6%
GD vs CART
+41.0%
+33.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -2.6% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +10.5% | +29.7% | -19.1% | +9.8% |
| 3M | -5.0% | +29.7% | -34.7% | -5.6% |
| 6M | +5.5% | +36.8% | -31.3% | +4.6% |
| YTD | +10.3% | +31.7% | -21.3% | +9.2% |
| 1Y | +8.2% | +62.4% | -54.2% | +6.4% |
| 3Y | +59.0% | +120.1% | -61.0% | +57.4% |
| All | +74.6% | +41.0% | +33.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling