+67.2%
CAH vs GFI
+45.3%
+22.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +5.4% | +3.1% | +2.3% | +5.3% |
| 30D | +3.3% | +27.1% | -23.8% | +3.0% |
| 3M | +22.8% | +21.2% | +1.6% | +22.4% |
| 6M | +11.3% | -4.5% | +15.8% | +11.4% |
| YTD | +21.1% | +11.7% | +9.4% | +21.4% |
| 1Y | +67.2% | +46.0% | +21.2% | +65.8% |
| All | +67.2% | +45.3% | +22.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling