+103.2%
CB vs GH
+35.8%
+67.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | +0.2% | -15.6% | +15.9% | +0.4% |
| 30D | +9.1% | -10.4% | +19.4% | +9.1% |
| 3M | +3.4% | -4.3% | +7.7% | +3.4% |
| 6M | +14.1% | +63.5% | -49.5% | +13.4% |
| YTD | +18.0% | +47.7% | -29.7% | +17.3% |
| 1Y | +30.1% | +56.7% | -26.6% | +29.2% |
| 3Y | +71.8% | +443.9% | -372.1% | +65.8% |
| All | +103.2% | +35.8% | +67.4% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling