+107.8%
GLD vs CART
+41.0%
+66.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.3% |
| 30D | -1.9% | +29.7% | -31.5% | -2.6% |
| 3M | -0.4% | +29.7% | -30.2% | -1.2% |
| 6M | -10.2% | +36.8% | -47.0% | -11.1% |
| YTD | -6.0% | +31.7% | -37.7% | -6.9% |
| 1Y | +2.8% | +62.4% | -59.6% | +1.1% |
| 3Y | +101.6% | +120.1% | -18.5% | +94.2% |
| All | +107.8% | +41.0% | +66.8% | +101.2% |
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