+161.0%
GM vs CART
+40.2%
+120.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | +3.6% | +19.2% | -15.6% | +2.3% |
| 3M | -0.2% | +17.6% | -17.8% | -1.5% |
| 6M | +13.9% | +47.4% | -33.4% | +10.8% |
| YTD | +6.5% | +30.9% | -24.4% | +4.2% |
| 1Y | +20.7% | +46.0% | -25.3% | +16.8% |
| 3Y | +229.5% | +130.3% | +99.1% | +189.3% |
| All | +161.0% | +40.2% | +120.8% | +137.9% |
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 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