+442.7%
CAH vs GH
+467.1%
-24.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -5.1% | -2.5% | -2.6% | -4.9% |
| 30D | +0.2% | -4.7% | +4.9% | +0.5% |
| 3M | +6.3% | +20.2% | -13.9% | +4.7% |
| 6M | +9.4% | +78.8% | -69.4% | +4.5% |
| YTD | +15.0% | +54.1% | -39.1% | +10.8% |
| 1Y | +55.4% | +177.1% | -121.6% | +43.9% |
| 3Y | +173.8% | +371.6% | -197.8% | +140.6% |
| 5Y | +395.2% | +21.9% | +373.3% | +368.3% |
| All | +442.7% | +467.1% | -24.4% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling