-38.1%
GIS vs CART
+39.2%
-77.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | +10.1% | +22.4% | -12.3% | +9.7% |
| 3M | -3.7% | +16.5% | -20.2% | -3.9% |
| 6M | +4.3% | +44.9% | -40.6% | +3.7% |
| YTD | -19.8% | +30.0% | -49.8% | -20.2% |
| 1Y | -20.5% | +59.1% | -79.5% | -21.1% |
| 3Y | -38.3% | +138.8% | -177.1% | -39.8% |
| All | -38.1% | +39.2% | -77.3% | -38.8% |
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 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