+442.0%
CAH vs GD
+190.6%
+251.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +8.5% | -5.0% | +13.5% | +11.1% |
| 30D | +17.0% | +8.9% | +8.1% | +11.9% |
| 3M | +14.6% | -8.0% | +22.6% | +19.2% |
| 6M | +42.5% | +2.9% | +39.6% | +39.6% |
| YTD | +33.5% | +7.1% | +26.4% | +27.1% |
| 1Y | +38.5% | +5.9% | +32.6% | +32.5% |
| 3Y | +179.0% | +53.9% | +125.1% | +114.0% |
| 5Y | +507.2% | +95.4% | +411.8% | +297.5% |
| All | +442.0% | +190.6% | +251.5% | +147.1% |
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