+218.5%
CB vs GH
+446.7%
-228.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.1% |
| 7D | +2.9% | +0.6% | +2.4% | +2.9% |
| 30D | +7.3% | -6.9% | +14.2% | +7.5% |
| 3M | +9.4% | -4.9% | +14.3% | +9.4% |
| 6M | +19.6% | +54.1% | -34.4% | +17.4% |
| YTD | +21.5% | +48.5% | -27.0% | +19.1% |
| 1Y | +28.0% | +61.2% | -33.2% | +25.0% |
| 3Y | +74.9% | +570.3% | -495.5% | +57.1% |
| 5Y | +108.1% | +46.1% | +62.0% | +98.9% |
| All | +218.5% | +446.7% | -228.2% | +174.7% |
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