+72.5%
CART vs GGLL
+128.9%
-56.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +3.0% | +3.1% | -0.1% | +2.5% |
| 30D | +28.6% | -36.3% | +64.9% | +35.8% |
| 3M | +29.1% | -40.4% | +69.4% | +37.3% |
| 6M | +44.7% | -54.6% | +99.3% | +58.4% |
| YTD | +29.2% | -31.1% | +60.4% | +32.3% |
| 1Y | +66.2% | -19.2% | +85.3% | +65.0% |
| 3Y | +112.8% | +151.5% | -38.7% | +60.3% |
| All | +72.5% | +128.9% | -56.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling