+393.1%
GH vs CF
+161.0%
+232.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | -7.0% | -0.9% | -6.1% | -7.0% |
| 30D | -5.2% | +6.9% | -12.1% | -6.3% |
| 3M | -5.8% | +4.8% | -10.6% | -6.6% |
| 6M | +65.9% | +4.7% | +61.3% | +63.6% |
| YTD | +55.5% | +56.5% | -1.0% | +39.9% |
| 1Y | +64.2% | +48.4% | +15.8% | +49.1% |
| 3Y | +606.0% | +59.1% | +546.9% | +512.0% |
| 5Y | +47.3% | +109.5% | -62.2% | +13.6% |
| All | +393.1% | +161.0% | +232.1% | +231.5% |
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