+10.2%
CNH vs GFI
+515.1%
-505.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.6% |
| 7D | -2.5% | -5.1% | +2.7% | -1.9% |
| 30D | +27.0% | +13.4% | +13.6% | +25.2% |
| 3M | +32.6% | +36.2% | -3.6% | +27.8% |
| 6M | +23.6% | -9.8% | +33.4% | +23.8% |
| YTD | +47.8% | +7.7% | +40.2% | +45.2% |
| 1Y | +21.3% | +27.2% | -5.9% | +16.6% |
| 3Y | +7.0% | +300.3% | -293.3% | -12.3% |
| 5Y | +10.2% | +539.8% | -529.6% | -12.5% |
| All | +10.2% | +515.1% | -505.0% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling