+177.5%
CAH vs GD
+61.5%
+116.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +9.4% | -1.9% | +11.3% | +10.0% |
| 30D | +16.5% | +10.9% | +5.6% | +12.8% |
| 3M | +17.0% | -6.8% | +23.7% | +19.2% |
| 6M | +51.4% | +7.0% | +44.4% | +47.8% |
| YTD | +36.0% | +11.1% | +24.8% | +30.8% |
| 1Y | +36.0% | +7.0% | +29.0% | +32.5% |
| 3Y | +177.5% | +59.9% | +117.6% | +136.9% |
| All | +177.5% | +61.5% | +116.0% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling