-55.0%
GLXY vs CART
+60.1%
-115.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.1% |
| 7D | -14.6% | +3.0% | -17.6% | -15.3% |
| 30D | -36.2% | +28.6% | -64.7% | -40.6% |
| 3M | -30.1% | +29.1% | -59.2% | -35.4% |
| 6M | -56.1% | +44.7% | -100.8% | -61.0% |
| YTD | -38.9% | +29.2% | -68.1% | -47.9% |
| 1Y | -55.0% | +66.2% | -121.2% | -63.7% |
| All | -55.0% | +60.1% | -115.1% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling