+398.3%
CAH vs GH
+21.3%
+377.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -5.1% | -1.2% | -3.8% | -5.0% |
| 30D | -1.8% | -3.7% | +1.9% | -1.6% |
| 3M | +9.4% | +21.7% | -12.3% | +8.3% |
| 6M | +9.2% | +75.7% | -66.5% | +6.2% |
| YTD | +15.7% | +55.7% | -40.0% | +13.0% |
| 1Y | +59.7% | +181.1% | -121.4% | +52.4% |
| 3Y | +178.5% | +371.6% | -193.2% | +161.1% |
| 5Y | +398.3% | +23.2% | +375.1% | +345.3% |
| All | +398.3% | +21.3% | +377.0% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling