+71.8%
GH vs CART
+61.3%
+10.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.2% | -3.7% |
| 7D | -7.7% | +1.4% | -9.0% | -7.7% |
| 30D | -10.0% | +29.7% | -39.6% | -9.9% |
| 3M | +5.5% | +29.7% | -24.2% | +5.2% |
| 6M | +84.9% | +36.8% | +48.1% | +83.6% |
| YTD | +65.0% | +31.7% | +33.4% | +59.4% |
| 1Y | +71.8% | +62.4% | +9.4% | +74.4% |
| All | +71.8% | +61.3% | +10.5% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling