-30.0%
GFS vs CART
+41.0%
-71.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.1% |
| 7D | -12.5% | +1.4% | -13.9% | -12.7% |
| 30D | -16.9% | +29.7% | -46.6% | -19.8% |
| 3M | -22.3% | +29.7% | -52.0% | -25.2% |
| 6M | -40.2% | +36.8% | -77.0% | -43.2% |
| YTD | +16.0% | +31.7% | -15.7% | +11.0% |
| 1Y | +17.7% | +62.4% | -44.7% | +7.7% |
| 3Y | -23.4% | +120.1% | -143.4% | -37.2% |
| All | -30.0% | +41.0% | -71.0% | -41.2% |
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