+432.7%
CAH vs GTLB
-50.1%
+482.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | -5.1% | -5.7% | +0.6% | -5.0% |
| 30D | +0.2% | +15.1% | -15.0% | 0.0% |
| 3M | +6.3% | +65.5% | -59.2% | +5.7% |
| 6M | +9.4% | +102.9% | -93.5% | +8.5% |
| YTD | +15.0% | +25.2% | -10.2% | +14.7% |
| 1Y | +55.4% | -5.5% | +61.0% | +55.7% |
| 3Y | +173.8% | -10.9% | +184.7% | +173.0% |
| All | +432.7% | -50.1% | +482.9% | +432.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling