+296.4%
CAH vs GPC
+88.6%
+207.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +1.2% | +1.3% | -0.1% | +0.8% |
| 3M | +13.1% | +37.1% | -24.0% | +1.8% |
| 6M | +8.5% | +23.2% | -14.7% | +0.6% |
| YTD | +17.6% | +13.1% | +4.5% | +10.8% |
| 1Y | +60.7% | +0.9% | +59.8% | +57.2% |
| 3Y | +183.2% | -0.8% | +184.0% | +168.2% |
| 5Y | +402.2% | +31.1% | +371.1% | +312.5% |
| All | +296.4% | +88.6% | +207.9% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling