+446.8%
GH vs CART
+38.4%
+408.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | -15.6% | +3.0% | -18.6% | -15.9% |
| 30D | -10.4% | +28.6% | -38.9% | -12.9% |
| 3M | -4.3% | +29.1% | -33.3% | -7.3% |
| 6M | +63.5% | +44.7% | +18.8% | +55.2% |
| YTD | +47.7% | +29.2% | +18.5% | +41.8% |
| 1Y | +56.7% | +66.2% | -9.4% | +44.5% |
| 3Y | +443.9% | +112.8% | +331.1% | +325.8% |
| All | +446.8% | +38.4% | +408.4% | +339.8% |
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