+109.5%
GLD vs CART
+37.6%
+71.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | -1.8% | +27.1% | -28.9% | -2.5% |
| 3M | -3.6% | +27.4% | -31.1% | -4.4% |
| 6M | -10.2% | +32.1% | -42.3% | -11.0% |
| YTD | -5.3% | +28.5% | -33.7% | -6.1% |
| 1Y | +2.5% | +58.8% | -56.4% | +0.8% |
| 3Y | +103.2% | +114.8% | -11.6% | +95.9% |
| All | +109.5% | +37.6% | +71.9% | +102.9% |
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 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