+28.0%
CNH vs GFI
+45.3%
-17.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | +23.3% | +3.1% | +20.2% | +22.6% |
| 30D | +33.5% | +27.1% | +6.3% | +28.8% |
| 3M | +32.7% | +21.2% | +11.6% | +28.4% |
| 6M | +22.2% | -4.5% | +26.7% | +20.3% |
| YTD | +57.7% | +11.7% | +46.0% | +54.5% |
| 1Y | +28.0% | +46.0% | -18.1% | +23.8% |
| All | +28.0% | +45.3% | -17.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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