-39.3%
CAG vs GH
+367.9%
-407.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.7% |
| 7D | -5.9% | -1.2% | -4.6% | -5.9% |
| 30D | -1.5% | -3.7% | +2.1% | -1.6% |
| 3M | +11.5% | +21.7% | -10.2% | +11.5% |
| 6M | -15.7% | +75.7% | -91.4% | -15.4% |
| YTD | -10.2% | +55.7% | -65.9% | -10.0% |
| 1Y | -18.1% | +181.1% | -199.2% | -17.3% |
| All | -39.3% | +367.9% | -407.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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