+17,193.4%
CAH vs GD
+20,493.5%
-3,300.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | +3.9% | +1.9% | +2.0% | +3.2% |
| 30D | +16.0% | +9.2% | +6.8% | +12.7% |
| 3M | +19.1% | -7.5% | +26.5% | +21.9% |
| 6M | +53.0% | +5.8% | +47.3% | +49.9% |
| YTD | +36.6% | +9.8% | +26.8% | +31.6% |
| 1Y | +37.4% | +5.8% | +31.6% | +33.9% |
| 3Y | +178.8% | +58.0% | +120.8% | +137.0% |
| 5Y | +498.6% | +100.4% | +398.2% | +368.7% |
| 10Y | +413.1% | +167.5% | +245.6% | +263.9% |
| All | +17,193.4% | +20,493.5% | -3,300.2% | +6,854.6% |
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