+35.0%
CAH vs GTLB
+6.1%
+28.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.0% | -9.7% | +16.7% | +6.9% |
| 30D | +12.4% | +1.7% | +10.7% | +12.4% |
| 3M | +12.2% | +43.6% | -31.4% | +13.6% |
| 6M | +33.2% | +113.0% | -79.8% | +36.9% |
| YTD | +28.4% | +39.5% | -11.2% | +32.3% |
| 1Y | +35.0% | +12.6% | +22.4% | +41.2% |
| All | +35.0% | +6.1% | +28.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling