+0.1%
CARR vs GTLB
-10.3%
+10.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -4.1% | -4.1% | -0.1% | -3.8% |
| 30D | -11.0% | +12.3% | -23.3% | -12.0% |
| 3M | -16.4% | +65.9% | -82.3% | -20.5% |
| 6M | -2.4% | +104.0% | -106.3% | -9.7% |
| YTD | +8.4% | +26.0% | -17.6% | +6.5% |
| 1Y | -8.0% | -3.5% | -4.5% | -6.1% |
| All | +0.1% | -10.3% | +10.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling