+178.4%
CAH vs GD
+54.3%
+124.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +8.5% | -5.0% | +13.5% | +10.0% |
| 30D | +17.0% | +8.9% | +8.1% | +13.9% |
| 3M | +14.3% | -8.0% | +22.4% | +16.9% |
| 6M | +42.2% | +2.9% | +39.3% | +40.4% |
| YTD | +33.2% | +7.1% | +26.1% | +29.5% |
| 1Y | +38.2% | +5.9% | +32.3% | +34.9% |
| 3Y | +178.4% | +53.9% | +124.5% | +140.7% |
| All | +178.4% | +54.3% | +124.0% | +140.7% |
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