+371.1%
GH vs CF
+173.7%
+197.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | +0.6% | +4.8% | -4.2% | -0.1% |
| 30D | -6.9% | +4.7% | -11.6% | -7.7% |
| 3M | -4.9% | +7.4% | -12.3% | -6.1% |
| 6M | +54.1% | +0.6% | +53.5% | +53.0% |
| YTD | +48.5% | +64.1% | -15.6% | +32.8% |
| 1Y | +61.2% | +51.4% | +9.8% | +46.1% |
| 3Y | +570.3% | +67.8% | +502.5% | +476.3% |
| 5Y | +46.1% | +114.1% | -68.0% | +12.8% |
| All | +371.1% | +173.7% | +197.4% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling