+104.9%
GLDM vs CART
+116.9%
-12.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.1% | -1.2% |
| 6M | -10.1% | +36.8% | -46.9% | -10.9% |
| YTD | -5.8% | +31.7% | -37.5% | -6.7% |
| 1Y | +3.1% | +62.4% | -59.3% | +1.4% |
| All | +104.9% | +116.9% | -12.0% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling