+22.1%
GH vs CF
+227.0%
-204.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.2% |
| 7D | -0.1% | +6.0% | -6.1% | -0.1% |
| 30D | -1.1% | +14.8% | -15.9% | -1.1% |
| 3M | +21.3% | +14.1% | +7.3% | +21.3% |
| 6M | +73.5% | +28.5% | +45.0% | +71.6% |
| YTD | +58.0% | +74.9% | -16.9% | +53.7% |
| 1Y | +163.1% | +61.7% | +101.4% | +156.4% |
| 3Y | +361.0% | +80.3% | +280.7% | +337.0% |
| All | +22.1% | +227.0% | -204.9% | +51.9% |
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