+56.6%
CART vs GFI
-2.2%
+58.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.1% | +0.4% |
| 7D | +0.3% | +10.4% | -10.1% | -0.3% |
| 30D | +22.4% | +3.6% | +18.8% | +22.1% |
| 3M | +15.6% | -5.1% | +20.7% | +15.6% |
| 6M | +44.9% | -13.0% | +57.9% | +44.3% |
| YTD | +30.0% | -8.0% | +38.0% | +24.8% |
| 1Y | +56.6% | -5.0% | +61.7% | +48.4% |
| All | +56.6% | -2.2% | +58.8% | +48.4% |
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