+515.8%
CAH vs GPC
+6.4%
+509.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +5.9% | -2.1% | +8.0% | +6.3% |
| 30D | +16.5% | -4.5% | +21.1% | +17.3% |
| 3M | +15.7% | -7.7% | +23.4% | +17.1% |
| 6M | +52.7% | +24.3% | +28.4% | +47.2% |
| YTD | +36.3% | +3.5% | +32.8% | +33.8% |
| 1Y | +36.7% | +0.7% | +36.0% | +34.9% |
| 3Y | +178.2% | 0.0% | +178.2% | +166.1% |
| 5Y | +515.8% | +5.8% | +509.9% | +452.3% |
| All | +515.8% | +6.4% | +509.4% | +452.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling