+51.5%
CART vs GGLL
+240.0%
-188.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.9% |
| 7D | +1.0% | -4.8% | +5.8% | +1.7% |
| 30D | +12.6% | -13.7% | +26.3% | +14.8% |
| 3M | +23.1% | -21.9% | +45.0% | +26.4% |
| 6M | +39.5% | +11.7% | +27.9% | +35.0% |
| YTD | +13.5% | +2.3% | +11.3% | +11.0% |
| 1Y | +14.9% | +76.2% | -61.3% | +1.5% |
| All | +51.5% | +240.0% | -188.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling