+17,150.5%
CAH vs GPC
+2,088.4%
+15,062.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +5.9% | -2.1% | +8.0% | +6.7% |
| 30D | +16.5% | -4.5% | +21.1% | +18.3% |
| 3M | +15.7% | -7.7% | +23.4% | +18.8% |
| 6M | +52.7% | +24.3% | +28.4% | +39.8% |
| YTD | +36.3% | +3.5% | +32.8% | +31.2% |
| 1Y | +36.7% | +0.7% | +36.0% | +32.8% |
| 3Y | +178.2% | 0.0% | +178.2% | +160.4% |
| 5Y | +515.8% | +5.8% | +509.9% | +453.6% |
| 10Y | +411.8% | +75.8% | +336.1% | +261.2% |
| All | +17,150.5% | +2,088.4% | +15,062.1% | +5,268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling