+401.3%
GH vs CPB
-22.4%
+423.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.1% |
| 7D | -0.1% | -8.6% | +8.5% | -0.3% |
| 30D | -1.1% | -7.2% | +6.2% | -1.3% |
| 3M | +21.3% | +0.9% | +20.4% | +21.4% |
| 6M | +73.5% | -11.8% | +85.3% | +72.6% |
| YTD | +58.0% | -19.4% | +77.4% | +56.4% |
| 1Y | +163.1% | -30.4% | +193.4% | +158.3% |
| 3Y | +361.0% | -40.2% | +401.2% | +348.3% |
| 5Y | +22.5% | -39.5% | +62.0% | +17.5% |
| All | +401.3% | -22.4% | +423.7% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling