+461.0%
GH vs CART
+40.2%
+420.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -8.2% | -0.6% | -7.6% | -8.1% |
| 30D | -4.9% | +23.1% | -28.0% | -7.2% |
| 3M | -6.2% | +19.2% | -25.4% | -8.3% |
| 6M | +60.0% | +45.7% | +14.4% | +51.9% |
| YTD | +51.5% | +30.9% | +20.7% | +45.3% |
| 1Y | +58.4% | +50.2% | +8.2% | +48.5% |
| 3Y | +617.2% | +133.5% | +483.7% | +450.8% |
| All | +461.0% | +40.2% | +420.8% | +350.5% |
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