+105.1%
CTVA vs GH
+20.8%
+84.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -4.5% | -2.5% | -2.0% | -4.4% |
| 30D | +11.3% | -4.7% | +16.0% | +11.6% |
| 3M | +12.3% | +20.2% | -7.9% | +10.7% |
| 6M | +7.2% | +78.8% | -71.6% | +2.7% |
| YTD | +26.0% | +54.1% | -28.1% | +21.7% |
| 1Y | +16.0% | +177.1% | -161.1% | +7.3% |
| 3Y | +73.9% | +371.6% | -297.7% | +51.0% |
| All | +105.1% | +20.8% | +84.3% | +65.8% |
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