+124.0%
CNH vs GPC
+93.7%
+30.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +9.6% |
| 7D | +8.6% | +0.8% | +7.7% | +8.1% |
| 30D | +12.6% | -1.1% | +13.6% | +13.0% |
| 3M | +17.5% | -6.6% | +24.1% | +22.0% |
| 6M | +18.1% | +22.2% | -4.1% | +3.7% |
| YTD | +40.4% | +5.1% | +35.3% | +32.8% |
| 1Y | +34.0% | +2.8% | +31.2% | +28.3% |
| 3Y | +35.3% | +2.4% | +32.9% | +24.6% |
| 5Y | -5.1% | +7.8% | -12.9% | -17.0% |
| 10Y | +124.0% | +87.2% | +36.8% | +44.2% |
| All | +124.0% | +93.7% | +30.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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