-39.1%
GIS vs CART
+40.2%
-79.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -3.4% | +1.3% | -4.6% | -3.4% |
| 30D | +6.9% | +19.2% | -12.3% | +6.5% |
| 3M | -10.1% | +17.6% | -27.7% | -10.4% |
| 6M | +5.9% | +47.4% | -41.5% | +5.2% |
| YTD | -21.1% | +30.9% | -52.0% | -21.5% |
| 1Y | -22.5% | +46.0% | -68.5% | -23.0% |
| 3Y | -39.0% | +130.3% | -169.3% | -40.4% |
| All | -39.1% | +40.2% | -79.2% | -39.8% |
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 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