+47.3%
GH vs CPB
-31.8%
+79.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.1% |
| 7D | -7.0% | +3.3% | -10.2% | -6.6% |
| 30D | -5.2% | +19.0% | -24.2% | -3.5% |
| 3M | -5.8% | +0.4% | -6.2% | -5.6% |
| 6M | +65.9% | +13.0% | +53.0% | +68.7% |
| YTD | +55.5% | -12.7% | +68.2% | +52.0% |
| 1Y | +64.2% | -20.9% | +85.1% | +57.7% |
| 3Y | +606.0% | -35.4% | +641.4% | +557.4% |
| 5Y | +47.3% | -32.3% | +79.6% | +47.1% |
| All | +47.3% | -31.8% | +79.1% | +47.1% |
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