+154.0%
CNH vs GFI
+1,066.8%
-912.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -5.7% | -4.9% | -0.8% | -5.5% |
| 30D | +26.6% | +10.7% | +15.8% | +25.9% |
| 3M | +31.1% | +25.6% | +5.5% | +29.5% |
| 6M | +24.9% | -8.3% | +33.1% | +24.9% |
| YTD | +48.7% | +6.3% | +42.4% | +47.7% |
| 1Y | +22.2% | +22.1% | +0.1% | +20.6% |
| 3Y | +7.4% | +289.2% | -281.8% | +0.7% |
| 5Y | +10.8% | +531.7% | -520.8% | +2.6% |
| All | +154.0% | +1,066.8% | -912.9% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling