+413.1%
CAH vs GD
+97.9%
+315.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +5.4% | -5.3% | +10.6% | +7.5% |
| 30D | +3.3% | -6.4% | +9.8% | +5.8% |
| 3M | +22.8% | +5.7% | +17.1% | +20.0% |
| 6M | +11.3% | -0.9% | +12.2% | +11.4% |
| YTD | +21.1% | +8.2% | +13.0% | +16.7% |
| 1Y | +67.2% | +13.4% | +53.8% | +57.8% |
| 3Y | +195.6% | +68.5% | +127.1% | +131.0% |
| All | +413.1% | +97.9% | +315.2% | +253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling