+16,513.1%
CAH vs GD
+20,112.4%
-3,599.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +3.0% |
| 7D | +6.7% | -3.9% | +10.6% | +8.0% |
| 30D | +14.7% | +8.1% | +6.7% | +11.8% |
| 3M | +12.0% | -6.8% | +18.7% | +14.3% |
| 6M | +36.2% | +3.0% | +33.2% | +34.6% |
| YTD | +31.3% | +7.8% | +23.5% | +27.2% |
| 1Y | +37.1% | +5.8% | +31.3% | +33.6% |
| 3Y | +178.3% | +55.3% | +123.0% | +137.9% |
| 5Y | +497.1% | +96.7% | +400.4% | +370.4% |
| 10Y | +439.8% | +195.4% | +244.4% | +273.2% |
| All | +16,513.1% | +20,112.4% | -3,599.3% | +6,621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling