+405.5%
GH vs CPB
-20.6%
+426.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | -0.2% | -8.0% | +7.8% | -0.4% |
| 30D | -2.6% | -2.4% | -0.2% | -2.7% |
| 3M | +25.1% | +0.5% | +24.6% | +25.1% |
| 6M | +78.5% | -10.5% | +88.9% | +77.6% |
| YTD | +59.4% | -17.5% | +76.9% | +57.9% |
| 1Y | +173.9% | -31.0% | +204.9% | +168.5% |
| 3Y | +382.7% | -40.6% | +423.4% | +369.1% |
| 5Y | +24.4% | -37.7% | +62.1% | +19.3% |
| All | +405.5% | -20.6% | +426.1% | +395.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling