+111.5%
GLDM vs CART
+37.6%
+73.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.9% |
| 7D | +1.9% | +1.2% | +0.7% | +1.9% |
| 30D | -1.7% | +27.1% | -28.8% | -2.4% |
| 3M | -3.5% | +27.4% | -31.0% | -4.2% |
| 6M | -10.1% | +32.1% | -42.2% | -10.8% |
| YTD | -5.0% | +28.5% | -33.5% | -5.8% |
| 1Y | +2.8% | +58.8% | -56.0% | +1.2% |
| 3Y | +105.1% | +114.8% | -9.6% | +97.9% |
| All | +111.5% | +37.6% | +73.9% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling