+50.2%
CART vs GTLB
+3.7%
+46.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -0.6% | -9.6% | +9.1% | +1.7% |
| 30D | +23.1% | -15.5% | +38.6% | +27.7% |
| 3M | +19.2% | +12.4% | +6.8% | +15.7% |
| 6M | +45.7% | +84.6% | -38.9% | +28.8% |
| YTD | +30.9% | +26.1% | +4.8% | +15.3% |
| 1Y | +50.2% | +1.7% | +48.5% | +27.3% |
| All | +50.2% | +3.7% | +46.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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