+161.7%
GM vs CART
+39.2%
+122.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | +2.7% | +17.8% | -15.1% | +1.5% |
| 3M | -0.4% | +20.7% | -21.1% | -1.8% |
| 6M | +13.3% | +49.7% | -36.4% | +10.1% |
| YTD | +6.8% | +30.0% | -23.2% | +4.5% |
| 1Y | +21.1% | +48.4% | -27.3% | +17.0% |
| 3Y | +231.0% | +132.0% | +99.1% | +190.5% |
| All | +161.7% | +39.2% | +122.5% | +138.7% |
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 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