+15,232.8%
CAH vs GD
+20,186.5%
-4,953.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +5.4% | -5.3% | +10.6% | +7.2% |
| 30D | +3.3% | -6.4% | +9.8% | +5.5% |
| 3M | +22.8% | +5.7% | +17.1% | +20.4% |
| 6M | +11.3% | -0.9% | +12.2% | +11.2% |
| YTD | +21.1% | +8.2% | +13.0% | +17.4% |
| 1Y | +67.2% | +13.4% | +53.8% | +59.5% |
| 3Y | +195.6% | +68.5% | +127.1% | +145.8% |
| 5Y | +413.8% | +97.2% | +316.7% | +304.9% |
| 10Y | +309.6% | +190.2% | +119.4% | +184.7% |
| All | +15,232.8% | +20,186.5% | -4,953.8% | +6,102.8% |
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