+15,232.8%
CAH vs GPC
+2,341.8%
+12,891.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | +3.3% | +6.0% | -2.6% | +1.2% |
| 3M | +22.8% | +42.6% | -19.8% | +7.4% |
| 6M | +11.3% | +22.8% | -11.5% | +2.1% |
| YTD | +21.1% | +15.5% | +5.7% | +12.4% |
| 1Y | +67.2% | +2.0% | +65.2% | +62.1% |
| 3Y | +195.6% | -1.4% | +197.1% | +179.0% |
| 5Y | +413.8% | +30.6% | +383.2% | +327.3% |
| 10Y | +309.6% | +80.6% | +229.0% | +187.2% |
| All | +15,232.8% | +2,341.8% | +12,891.0% | +4,499.7% |
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