+23.8%
GH vs CPB
-38.5%
+62.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.1% |
| 7D | -2.1% | -8.2% | +6.1% | -2.9% |
| 30D | -4.5% | -5.6% | +1.1% | -4.9% |
| 3M | +28.9% | +3.0% | +25.9% | +29.5% |
| 6M | +76.5% | -12.7% | +89.2% | +73.0% |
| YTD | +57.6% | -18.0% | +75.6% | +53.0% |
| 1Y | +167.5% | -31.7% | +199.3% | +151.1% |
| 3Y | +377.4% | -41.0% | +418.4% | +337.2% |
| 5Y | +23.8% | -38.4% | +62.2% | +18.1% |
| All | +23.8% | -38.5% | +62.3% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling