-36.9%
GIS vs CART
+112.9%
-149.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | +3.6% | +3.0% | +0.6% | +3.5% |
| 30D | +13.9% | +28.6% | -14.7% | +13.4% |
| 3M | +0.3% | +29.1% | -28.8% | 0.0% |
| 6M | +5.0% | +44.7% | -39.8% | +4.5% |
| YTD | -18.4% | +29.2% | -47.6% | -18.7% |
| 1Y | -17.4% | +66.2% | -83.6% | -18.0% |
| 3Y | -36.9% | +112.8% | -149.7% | -38.3% |
| All | -36.9% | +112.9% | -149.8% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling