+446.2%
CAH vs GTLB
-50.0%
+496.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -2.7% |
| 7D | +0.5% | +4.6% | -4.1% | +0.4% |
| 30D | +1.7% | +21.0% | -19.3% | +1.5% |
| 3M | +17.9% | +51.7% | -33.8% | +17.3% |
| 6M | +10.9% | +89.3% | -78.3% | +10.1% |
| YTD | +17.9% | +25.6% | -7.8% | +17.6% |
| 1Y | +61.7% | -1.5% | +63.2% | +61.8% |
| 3Y | +183.7% | -9.9% | +193.7% | +182.8% |
| All | +446.2% | -50.0% | +496.2% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling