+11.7%
GS vs CART
+57.6%
-45.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -3.9% | -6.2% |
| 7D | -6.3% | +1.2% | -7.5% | -6.4% |
| 30D | -3.1% | +27.1% | -30.2% | -4.2% |
| 3M | -17.7% | +27.4% | -45.1% | -18.7% |
| 6M | -4.6% | +32.1% | -36.7% | -6.4% |
| YTD | +0.3% | +28.5% | -28.2% | -1.7% |
| 1Y | +11.7% | +58.8% | -47.1% | +6.7% |
| All | +11.7% | +57.6% | -45.9% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling