+108.8%
IAU vs CART
+38.4%
+70.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | +3.0% | +1.8% | +4.7% |
| 30D | -0.9% | +28.6% | -29.4% | -1.6% |
| 3M | -4.4% | +29.1% | -33.4% | -5.1% |
| 6M | -13.5% | +44.7% | -58.2% | -14.4% |
| YTD | -5.9% | +29.2% | -35.1% | -6.7% |
| 1Y | +1.9% | +66.2% | -64.3% | +0.1% |
| 3Y | +104.1% | +112.8% | -8.8% | +96.9% |
| All | +108.8% | +38.4% | +70.4% | +102.1% |
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