+170.8%
GS vs CART
+38.4%
+132.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -3.2% | +3.0% | -6.2% | -3.5% |
| 30D | -2.4% | +28.6% | -31.0% | -5.3% |
| 3M | -15.7% | +29.1% | -44.8% | -18.5% |
| 6M | -6.8% | +44.7% | -51.5% | -11.3% |
| YTD | -0.1% | +29.2% | -29.3% | -3.9% |
| 1Y | +12.1% | +66.2% | -54.1% | +3.8% |
| 3Y | +185.8% | +112.8% | +73.0% | +148.1% |
| All | +170.8% | +38.4% | +132.4% | +138.5% |
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 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