+34.8%
CAH vs GD
+6.6%
+28.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.5% |
| 7D | +7.8% | -3.0% | +10.9% | +8.5% |
| 30D | +15.5% | +9.3% | +6.2% | +13.2% |
| 3M | +16.3% | -7.2% | +23.5% | +17.5% |
| 6M | +50.0% | +5.5% | +44.6% | +47.8% |
| YTD | +34.7% | +9.5% | +25.2% | +33.2% |
| All | +34.8% | +6.6% | +28.2% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling