-38.1%
GLXY vs CART
+32.5%
-70.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -16.2% | +0.3% | -16.4% | -16.2% |
| 30D | -30.6% | +22.4% | -53.0% | -33.7% |
| 3M | -27.7% | +15.6% | -43.4% | -30.2% |
| 6M | -53.3% | +44.9% | -98.2% | -57.3% |
| YTD | -36.9% | +30.0% | -66.9% | -43.1% |
| 1Y | -55.6% | +56.6% | -112.2% | -60.6% |
| All | -38.1% | +32.5% | -70.6% | -48.5% |
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