+475.5%
GH vs CART
+39.2%
+436.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.2% |
| 7D | -7.0% | +1.5% | -8.5% | -7.1% |
| 30D | -5.2% | +22.4% | -27.6% | -7.4% |
| 3M | -5.8% | +16.5% | -22.3% | -7.6% |
| 6M | +65.9% | +44.9% | +21.0% | +57.5% |
| YTD | +55.5% | +30.0% | +25.5% | +49.2% |
| 1Y | +64.2% | +59.1% | +5.1% | +52.5% |
| 3Y | +606.0% | +138.8% | +467.2% | +439.7% |
| All | +475.5% | +39.2% | +436.3% | +362.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling