+231.7%
CTVA vs GH
+113.6%
+118.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | +11.9% | -1.1% | +13.0% | +11.9% |
| 3M | +13.7% | +21.3% | -7.6% | +11.0% |
| 6M | +13.1% | +73.5% | -60.4% | +6.2% |
| YTD | +32.0% | +58.0% | -26.1% | +24.8% |
| 1Y | +22.1% | +163.1% | -141.0% | +8.7% |
| 3Y | +77.5% | +361.0% | -283.6% | +43.1% |
| 5Y | +106.3% | +22.5% | +83.7% | +88.7% |
| All | +231.7% | +113.6% | +118.1% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling