+48.8%
CAVA vs GTLB
-10.9%
+59.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.6% |
| 7D | -8.0% | -5.7% | -2.3% | -6.9% |
| 30D | -19.6% | +15.1% | -34.7% | -22.2% |
| 3M | -36.7% | +65.5% | -102.1% | -44.2% |
| 6M | -30.6% | +102.9% | -133.5% | -43.1% |
| YTD | -4.8% | +25.2% | -30.0% | -12.0% |
| 1Y | -13.1% | -5.5% | -7.6% | -13.8% |
| 3Y | +48.8% | -10.9% | +59.7% | +39.9% |
| All | +48.8% | -10.9% | +59.7% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling