+51.5%
CART vs GTLB
+4.2%
+47.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | +1.0% | +11.1% | -10.0% | -0.6% |
| 30D | +12.6% | +37.8% | -25.2% | +7.1% |
| 3M | +23.1% | +61.6% | -38.5% | +14.3% |
| 6M | +39.5% | +98.9% | -59.4% | +25.5% |
| YTD | +13.5% | +32.8% | -19.2% | +6.8% |
| 1Y | +14.9% | +14.7% | +0.2% | +9.3% |
| All | +51.5% | +4.2% | +47.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling