-35.8%
CAG vs GH
+480.1%
-515.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -5.3% | -2.1% | -3.2% | -5.3% |
| 30D | +1.0% | -4.5% | +5.4% | +1.0% |
| 3M | +17.4% | +28.9% | -11.5% | +17.0% |
| 6M | -16.8% | +76.5% | -93.3% | -17.3% |
| YTD | -6.8% | +57.6% | -64.4% | -7.3% |
| 1Y | -15.4% | +167.5% | -182.9% | -16.3% |
| 3Y | -37.1% | +377.4% | -414.5% | -38.5% |
| 5Y | -41.3% | +23.8% | -65.1% | -41.3% |
| All | -35.8% | +480.1% | -515.9% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling