+29.1%
CAVA vs GTLB
-6.5%
+35.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.6% |
| 7D | -8.5% | -6.6% | -2.0% | -7.1% |
| 30D | -8.2% | +13.7% | -22.0% | -11.3% |
| 3M | -25.9% | +52.9% | -78.8% | -34.1% |
| 6M | -30.9% | +88.5% | -119.4% | -43.0% |
| YTD | -3.7% | +23.4% | -27.2% | -11.3% |
| 1Y | -13.4% | -3.8% | -9.6% | -14.9% |
| 3Y | +44.2% | -11.5% | +55.7% | +34.7% |
| All | +29.1% | -6.5% | +35.6% | +21.4% |
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