+184.5%
CB vs GH
+480.1%
-295.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.5% |
| 30D | -3.9% | -4.5% | +0.5% | -3.8% |
| 3M | +4.9% | +28.9% | -24.0% | +3.8% |
| 6M | +3.3% | +76.5% | -73.3% | +0.8% |
| YTD | +8.5% | +57.6% | -49.1% | +6.3% |
| 1Y | +22.1% | +167.5% | -145.5% | +16.7% |
| 3Y | +70.1% | +377.4% | -307.3% | +55.9% |
| 5Y | +97.4% | +23.8% | +73.6% | +91.4% |
| All | +184.5% | +480.1% | -295.7% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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