+224.3%
CTVA vs GH
+113.0%
+111.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | +12.0% | -4.5% | +16.5% | +12.5% |
| 3M | +13.5% | +28.9% | -15.4% | +10.2% |
| 6M | +12.1% | +76.5% | -64.4% | +5.0% |
| YTD | +29.0% | +57.6% | -28.6% | +22.0% |
| 1Y | +18.9% | +167.5% | -148.7% | +5.6% |
| 3Y | +78.9% | +377.4% | -298.5% | +43.7% |
| 5Y | +105.2% | +23.8% | +81.4% | +87.3% |
| All | +224.3% | +113.0% | +111.3% | +121.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling