+212.8%
CB vs GH
+459.8%
-247.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +1.6% |
| 7D | +0.7% | -11.2% | +11.9% | +1.1% |
| 30D | +8.2% | -7.2% | +15.4% | +8.4% |
| 3M | +6.3% | -7.1% | +13.4% | +6.4% |
| 6M | +16.2% | +62.3% | -46.1% | +13.8% |
| YTD | +19.3% | +52.1% | -32.8% | +16.9% |
| 1Y | +29.2% | +58.6% | -29.4% | +26.3% |
| 3Y | +71.4% | +619.9% | -548.4% | +53.4% |
| 5Y | +104.2% | +49.7% | +54.5% | +95.0% |
| All | +212.8% | +459.8% | -247.0% | +169.7% |
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