+456.4%
CAH vs GH
+480.1%
-23.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +0.5% | -2.1% | +2.6% | +0.6% |
| 30D | +1.7% | -4.5% | +6.2% | +2.0% |
| 3M | +17.9% | +28.9% | -11.0% | +15.6% |
| 6M | +10.9% | +76.5% | -65.6% | +6.1% |
| YTD | +17.9% | +57.6% | -39.7% | +13.4% |
| 1Y | +61.7% | +167.5% | -105.8% | +50.0% |
| 3Y | +183.7% | +377.4% | -193.7% | +149.1% |
| 5Y | +401.3% | +23.8% | +377.5% | +373.8% |
| All | +456.4% | +480.1% | -23.7% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling