+9.2%
CNH vs GPC
+1.0%
+8.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.4% |
| 30D | -7.2% | -2.1% | -5.1% | -6.6% |
| 3M | +6.5% | -6.8% | +13.3% | +9.7% |
| 6M | +7.9% | +18.6% | -10.7% | -0.9% |
| YTD | +26.6% | +2.7% | +23.9% | +21.3% |
| 1Y | +13.8% | +1.8% | +12.0% | +9.4% |
| 3Y | +9.2% | +1.1% | +8.1% | +3.4% |
| All | +9.2% | +1.0% | +8.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling