+138.8%
CART vs GFI
+243.2%
-104.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.3% |
| 7D | +1.5% | +18.0% | -16.5% | +0.4% |
| 30D | +22.4% | +11.5% | +10.9% | +21.4% |
| 3M | +16.5% | +2.8% | +13.7% | +16.0% |
| 6M | +44.9% | -6.4% | +51.3% | +44.6% |
| YTD | +30.0% | -1.1% | +31.0% | +28.1% |
| 1Y | +59.1% | +10.8% | +48.3% | +55.2% |
| 3Y | +138.8% | +248.8% | -110.0% | +114.0% |
| All | +138.8% | +243.2% | -104.4% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling