+58.4%
GH vs CF
+51.3%
+7.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.2% |
| 7D | -8.2% | +10.4% | -18.5% | -6.5% |
| 30D | -4.9% | +7.6% | -12.5% | -3.4% |
| 3M | -6.2% | +5.2% | -11.4% | -4.5% |
| 6M | +60.0% | -0.1% | +60.1% | +62.0% |
| YTD | +51.5% | +61.7% | -10.1% | +56.8% |
| 1Y | +58.4% | +50.3% | +8.1% | +63.3% |
| All | +58.4% | +51.3% | +7.1% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling