+224.8%
GS vs CART
+21.6%
+203.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -1.6% | +12.6% | -14.2% | -3.1% |
| 3M | -4.5% | +23.1% | -27.6% | -7.2% |
| 6M | +20.9% | +39.5% | -18.7% | +15.0% |
| YTD | +19.9% | +13.5% | +6.3% | +17.2% |
| 1Y | +41.4% | +14.9% | +26.5% | +37.5% |
| All | +224.8% | +21.6% | +203.2% | +190.8% |
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