+455.5%
CAH vs GFS
-2.1%
+457.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -2.2% | +4.5% | -6.7% | -2.4% |
| 30D | +1.2% | -8.2% | +9.4% | +1.6% |
| 3M | +13.1% | -38.9% | +52.0% | +15.5% |
| 6M | +8.5% | -2.9% | +11.3% | +7.0% |
| YTD | +17.6% | +31.8% | -14.2% | +13.6% |
| 1Y | +60.7% | +43.1% | +17.5% | +54.2% |
| 3Y | +183.2% | -20.6% | +203.8% | +177.8% |
| All | +455.5% | -2.1% | +457.6% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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