+51.2%
GSK vs CART
+37.6%
+13.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.5% |
| 7D | +3.6% | +1.2% | +2.4% | +3.6% |
| 30D | +8.2% | +27.1% | -18.9% | +8.5% |
| 3M | -1.2% | +27.4% | -28.6% | -0.8% |
| 6M | +1.9% | +32.1% | -30.2% | +2.5% |
| YTD | +5.5% | +28.5% | -23.0% | +6.2% |
| 1Y | +11.8% | +58.8% | -47.0% | +12.8% |
| 3Y | +64.5% | +114.8% | -50.2% | +64.4% |
| All | +51.2% | +37.6% | +13.6% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling