+163.1%
GH vs CPB
-32.6%
+195.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | -0.1% | -8.6% | +8.5% | +0.8% |
| 30D | -1.1% | -7.2% | +6.2% | -0.4% |
| 3M | +21.3% | +0.9% | +20.4% | +21.1% |
| 6M | +73.5% | -11.8% | +85.3% | +73.8% |
| YTD | +58.0% | -19.4% | +77.4% | +57.4% |
| 1Y | +163.1% | -30.4% | +193.4% | +154.5% |
| All | +163.1% | -32.6% | +195.7% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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