+47.6%
GH vs CF
+114.0%
-66.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.2% |
| 7D | -11.2% | +4.8% | -16.0% | -11.3% |
| 30D | -7.2% | +9.7% | -16.9% | -7.4% |
| 3M | -7.1% | +1.2% | -8.3% | -7.0% |
| 6M | +62.3% | +7.4% | +55.0% | +62.0% |
| YTD | +52.1% | +60.5% | -8.4% | +45.9% |
| 1Y | +58.6% | +50.7% | +7.9% | +52.9% |
| 3Y | +619.9% | +64.8% | +555.1% | +569.2% |
| All | +47.6% | +114.0% | -66.4% | +31.1% |
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 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