+287.3%
GLW vs CART
+39.2%
+248.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +9.2% |
| 7D | -5.9% | +1.5% | -7.4% | -5.9% |
| 30D | -26.0% | +22.4% | -48.4% | -26.1% |
| 3M | -29.9% | +16.5% | -46.4% | -30.0% |
| 6M | -37.8% | +44.9% | -82.6% | -38.2% |
| YTD | +33.1% | +30.0% | +3.2% | +33.1% |
| 1Y | +36.8% | +59.1% | -22.2% | +33.7% |
| 3Y | +356.1% | +138.8% | +217.3% | +325.9% |
| All | +287.3% | +39.2% | +248.1% | +263.7% |
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