-18.1%
GPN vs CART
+38.4%
-56.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.5% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +20.1% | +28.6% | -8.4% | +16.4% |
| 3M | +11.4% | +29.1% | -17.7% | +7.8% |
| 6M | +40.8% | +44.7% | -3.9% | +34.5% |
| YTD | +27.1% | +29.2% | -2.1% | +22.5% |
| 1Y | +29.2% | +66.2% | -36.9% | +20.8% |
| 3Y | -9.4% | +112.8% | -122.2% | -21.5% |
| All | -18.1% | +38.4% | -56.5% | -29.4% |
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