+58.4%
GH vs CPB
-23.3%
+81.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.3% |
| 7D | -8.2% | -4.1% | -4.1% | -8.0% |
| 30D | -4.9% | +16.9% | -21.8% | -6.8% |
| 3M | -6.2% | -0.6% | -5.7% | -6.2% |
| 6M | +60.0% | +11.4% | +48.7% | +58.6% |
| YTD | +51.5% | -14.8% | +66.4% | +48.5% |
| 1Y | +58.4% | -24.8% | +83.2% | +53.0% |
| All | +58.4% | -23.3% | +81.7% | +53.0% |
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 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