+371.1%
GH vs CPB
-16.3%
+387.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -1.9% |
| 7D | +0.6% | -1.6% | +2.1% | +0.5% |
| 30D | -6.9% | +19.2% | -26.1% | -6.5% |
| 3M | -4.9% | -0.9% | -4.0% | -4.9% |
| 6M | +54.1% | +15.2% | +38.8% | +55.1% |
| YTD | +48.5% | -13.1% | +61.6% | +47.4% |
| 1Y | +61.2% | -22.4% | +83.6% | +58.9% |
| 3Y | +570.3% | -35.3% | +605.7% | +553.7% |
| 5Y | +46.1% | -33.0% | +79.1% | +40.3% |
| All | +371.1% | -16.3% | +387.4% | +362.2% |
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