+36.6%
GH vs CF
+120.6%
-84.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -15.6% | -3.2% | -12.4% | -15.5% |
| 30D | -10.4% | +4.3% | -14.7% | -10.5% |
| 3M | -4.3% | +2.8% | -7.1% | -4.2% |
| 6M | +63.5% | +0.6% | +62.9% | +63.5% |
| YTD | +47.7% | +56.6% | -8.9% | +41.7% |
| 1Y | +56.7% | +49.6% | +7.1% | +50.9% |
| 3Y | +443.9% | +61.5% | +382.4% | +405.3% |
| All | +36.6% | +120.6% | -84.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling