+61.4%
GH vs CAI
-17.6%
+79.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -21.6% | +12.7% | -1.7% |
| 7D | -17.2% | -28.0% | +10.8% | -8.1% |
| 30D | -10.1% | -5.2% | -4.9% | -8.6% |
| 3M | -6.0% | +58.2% | -64.2% | -18.9% |
| 6M | +71.4% | +37.4% | +34.0% | +51.0% |
| YTD | +50.2% | -3.5% | +53.7% | +39.6% |
| 1Y | +61.4% | -10.9% | +72.3% | +50.5% |
| All | +61.4% | -17.6% | +79.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling