-43.1%
GLXY vs CART
+31.0%
-74.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -6.6% |
| 7D | -28.4% | +1.2% | -29.6% | -28.6% |
| 30D | -41.4% | +27.1% | -68.5% | -44.5% |
| 3M | -31.9% | +27.4% | -59.3% | -35.8% |
| 6M | -57.2% | +32.1% | -89.3% | -60.1% |
| YTD | -41.9% | +28.5% | -70.4% | -47.5% |
| 1Y | -58.7% | +58.8% | -117.5% | -63.4% |
| All | -43.1% | +31.0% | -74.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling