-21.8%
GFS vs CART
+21.6%
-43.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -8.6% | +12.6% | -21.2% | -10.3% |
| 3M | -46.5% | +23.1% | -69.7% | -48.3% |
| 6M | -4.8% | +39.5% | -44.4% | -10.2% |
| YTD | +29.7% | +13.5% | +16.1% | +26.7% |
| 1Y | +35.8% | +14.9% | +21.0% | +31.7% |
| All | -21.8% | +21.6% | -43.3% | -32.9% |
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