+16.4%
CARR vs GTLB
-50.1%
+66.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -3.8% | -5.7% | +1.9% | -3.1% |
| 30D | -8.9% | +15.1% | -24.1% | -10.5% |
| 3M | -17.3% | +65.5% | -82.8% | -22.3% |
| 6M | -1.4% | +102.9% | -104.3% | -10.4% |
| YTD | +10.0% | +25.2% | -15.2% | +5.8% |
| 1Y | -6.4% | -5.5% | -0.8% | -6.9% |
| 3Y | +1.5% | -10.9% | +12.4% | -1.7% |
| All | +16.4% | -50.1% | +66.5% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling