+281.9%
GLW vs CART
+40.2%
+241.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | +7.7% | +1.3% | +6.5% | +7.7% |
| 30D | -18.8% | +19.2% | -38.0% | -18.9% |
| 3M | -27.7% | +17.6% | -45.3% | -27.8% |
| 6M | -44.4% | +47.4% | -91.8% | -44.9% |
| YTD | +31.3% | +30.9% | +0.4% | +31.2% |
| 1Y | +40.0% | +46.0% | -5.9% | +38.2% |
| 3Y | +339.2% | +130.3% | +208.9% | +311.0% |
| All | +281.9% | +40.2% | +241.8% | +258.6% |
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