-25.9%
GPN vs CART
+39.2%
-65.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.7% | -11.3% | -11.9% |
| 7D | -7.1% | +1.2% | -8.3% | -7.3% |
| 30D | +7.7% | +17.8% | -10.1% | +5.5% |
| 3M | -0.1% | +20.7% | -20.8% | -2.5% |
| 6M | +29.4% | +49.7% | -20.3% | +23.2% |
| YTD | +15.1% | +30.0% | -14.9% | +10.8% |
| 1Y | +15.4% | +48.4% | -32.9% | +9.4% |
| 3Y | -16.5% | +132.0% | -148.5% | -28.4% |
| All | -25.9% | +39.2% | -65.1% | -36.1% |
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