+190.2%
GS vs CART
+41.0%
+149.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +3.9% | +29.7% | -25.8% | +0.7% |
| 3M | -11.4% | +29.7% | -41.2% | -14.4% |
| 6M | +3.7% | +36.8% | -33.1% | -0.8% |
| YTD | +7.1% | +31.7% | -24.5% | +2.7% |
| 1Y | +19.7% | +62.4% | -42.7% | +11.2% |
| 3Y | +202.8% | +120.1% | +82.8% | +161.9% |
| All | +190.2% | +41.0% | +149.2% | +155.0% |
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