-47.2%
GLXY vs CART
+49.3%
-96.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -5.9% | -5.5% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | -19.8% | +19.2% | -39.0% | -24.0% |
| 3M | -31.4% | +17.6% | -48.9% | -34.8% |
| 6M | -53.3% | +47.4% | -100.7% | -59.2% |
| YTD | -35.7% | +30.9% | -66.6% | -45.0% |
| 1Y | -47.2% | +46.0% | -93.2% | -57.9% |
| All | -47.2% | +49.3% | -96.5% | -57.9% |
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