+17,377.4%
CAH vs GPC
+2,081.1%
+15,296.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.5% | +0.4% | +3.0% | +3.3% |
| 30D | +13.5% | -6.3% | +19.8% | +15.9% |
| 3M | +21.8% | -8.2% | +30.0% | +25.3% |
| 6M | +51.5% | +27.1% | +24.4% | +37.6% |
| YTD | +38.1% | +3.1% | +35.0% | +33.1% |
| 1Y | +37.7% | +0.1% | +37.6% | +34.1% |
| 3Y | +179.6% | +0.2% | +179.4% | +161.5% |
| 5Y | +504.9% | +4.9% | +500.1% | +445.8% |
| 10Y | +418.6% | +75.2% | +343.4% | +266.3% |
| All | +17,377.4% | +2,081.1% | +15,296.3% | +5,345.7% |
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