-33.3%
GIS vs CART
+21.6%
-54.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -7.8% | +1.0% | -8.9% | -7.9% |
| 30D | +6.6% | +12.6% | -6.0% | +6.4% |
| 3M | +21.0% | +23.1% | -2.1% | +20.6% |
| 6M | -9.1% | +39.5% | -48.6% | -9.5% |
| YTD | -13.6% | +13.5% | -27.2% | -13.8% |
| 1Y | -18.0% | +14.9% | -32.9% | -18.3% |
| All | -33.3% | +21.6% | -54.9% | -33.9% |
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