+382.5%
GH vs CF
+167.7%
+214.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.5% |
| 7D | -11.2% | +4.8% | -16.0% | -11.9% |
| 30D | -7.2% | +9.7% | -16.9% | -8.6% |
| 3M | -7.1% | +1.2% | -8.3% | -7.5% |
| 6M | +62.3% | +7.4% | +55.0% | +59.5% |
| YTD | +52.1% | +60.5% | -8.4% | +36.4% |
| 1Y | +58.6% | +50.7% | +7.9% | +43.8% |
| 3Y | +619.9% | +64.8% | +555.1% | +520.2% |
| 5Y | +49.7% | +115.8% | -66.1% | +14.9% |
| All | +382.5% | +167.7% | +214.7% | +223.1% |
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