+289.9%
CAH vs GPC
+87.0%
+202.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.5% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | +9.4% | +37.4% | -28.0% | -1.6% |
| 6M | +9.2% | +25.4% | -16.2% | +0.7% |
| YTD | +15.7% | +12.2% | +3.5% | +9.2% |
| 1Y | +59.7% | -0.3% | +60.1% | +56.9% |
| 3Y | +178.5% | -1.6% | +180.1% | +164.4% |
| 5Y | +398.3% | +31.0% | +367.3% | +309.1% |
| All | +289.9% | +87.0% | +202.8% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling