+49.6%
GSK vs CART
+21.6%
+28.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | -1.8% | +1.0% | -2.9% | -1.8% |
| 30D | -2.2% | +12.6% | -14.8% | -2.0% |
| 3M | -1.8% | +23.1% | -24.9% | -1.4% |
| 6M | -10.6% | +39.5% | -50.1% | -9.9% |
| YTD | +4.4% | +13.5% | -9.1% | +4.9% |
| 1Y | +30.4% | +14.9% | +15.5% | +31.2% |
| All | +49.6% | +21.6% | +28.0% | +47.3% |
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