+0.5%
CART vs GFI
+29.0%
-28.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | -8.7% | -5.1% | -3.5% | -8.5% |
| 30D | -4.4% | +13.4% | -17.8% | -4.8% |
| 3M | +14.6% | +36.2% | -21.6% | +13.8% |
| 6M | +24.4% | -9.8% | +34.2% | +23.9% |
| YTD | +5.0% | +7.7% | -2.6% | +3.4% |
| 1Y | +0.5% | +27.2% | -26.7% | +6.4% |
| All | +0.5% | +29.0% | -28.4% | +6.4% |
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