+445.1%
CAH vs GTLB
-50.8%
+495.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -2.2% | -6.6% | +4.3% | -2.2% |
| 30D | +1.2% | +13.7% | -12.6% | +1.1% |
| 3M | +13.1% | +52.9% | -39.8% | +12.6% |
| 6M | +8.5% | +88.5% | -80.0% | +7.6% |
| YTD | +17.6% | +23.4% | -5.8% | +17.4% |
| 1Y | +60.7% | -3.8% | +64.5% | +60.8% |
| 3Y | +183.2% | -11.5% | +194.7% | +182.3% |
| All | +445.1% | -50.8% | +495.9% | +444.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling