-34.3%
GIS vs CART
+14.3%
-48.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -1.5% |
| 7D | -8.3% | -4.1% | -4.2% | -8.2% |
| 30D | +2.2% | -4.3% | +6.5% | +2.2% |
| 3M | +15.7% | +13.1% | +2.6% | +15.5% |
| 6M | -12.0% | +26.0% | -38.0% | -12.2% |
| YTD | -15.0% | +6.7% | -21.7% | -15.1% |
| 1Y | -20.1% | +6.3% | -26.4% | -20.3% |
| All | -34.3% | +14.3% | -48.6% | -34.8% |
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