-36.9%
GFS vs CART
+37.6%
-74.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.4% | -7.5% | -9.5% |
| 7D | -20.7% | +1.2% | -21.9% | -20.8% |
| 30D | -25.2% | +27.1% | -52.3% | -27.6% |
| 3M | -26.3% | +27.4% | -53.7% | -28.9% |
| 6M | -50.7% | +32.1% | -82.8% | -52.9% |
| YTD | +4.5% | +28.5% | -23.9% | +0.4% |
| 1Y | +2.5% | +58.8% | -56.4% | -6.0% |
| 3Y | -30.9% | +114.8% | -145.7% | -43.2% |
| All | -36.9% | +37.6% | -74.5% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling