+14.9%
CART vs GFI
+45.3%
-30.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +1.0% | +3.1% | -2.1% | +0.9% |
| 30D | +12.6% | +27.1% | -14.5% | +11.5% |
| 3M | +23.1% | +21.2% | +2.0% | +21.9% |
| 6M | +39.5% | -4.5% | +44.0% | +38.7% |
| YTD | +13.5% | +11.7% | +1.8% | +11.4% |
| 1Y | +14.9% | +46.0% | -31.2% | +24.4% |
| All | +14.9% | +45.3% | -30.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling