+58.6%
CNH vs GFI
+1,264.5%
-1,205.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.5% |
| 7D | +8.8% | +5.7% | +3.1% | +8.5% |
| 30D | +24.7% | +15.6% | +9.1% | +23.8% |
| 3M | +27.3% | +31.5% | -4.2% | +25.5% |
| 6M | +23.2% | -3.7% | +26.9% | +22.9% |
| YTD | +48.9% | +11.2% | +37.7% | +47.6% |
| 1Y | +19.4% | +36.4% | -17.0% | +17.2% |
| 3Y | +7.8% | +313.5% | -305.8% | +0.4% |
| 5Y | +8.7% | +528.0% | -519.3% | -0.6% |
| 10Y | +149.5% | +1,021.4% | -871.9% | +128.0% |
| All | +58.6% | +1,264.5% | -1,205.8% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling