+411.8%
CAH vs GD
+174.7%
+237.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | +16.5% | +9.5% | +7.1% | +11.2% |
| 3M | +15.7% | -5.8% | +21.6% | +18.9% |
| 6M | +52.7% | +7.7% | +45.0% | +46.2% |
| YTD | +36.3% | +11.1% | +25.2% | +27.5% |
| 1Y | +36.7% | +6.1% | +30.7% | +30.9% |
| 3Y | +178.2% | +59.8% | +118.3% | +109.8% |
| 5Y | +515.8% | +104.6% | +411.1% | +295.1% |
| 10Y | +411.8% | +170.6% | +241.3% | +177.5% |
| All | +411.8% | +174.7% | +237.1% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling