-14.9%
CNH vs GPC
+3.6%
-18.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.4% |
| 7D | -1.7% | +1.6% | -3.3% | -2.5% |
| 30D | -7.2% | -2.1% | -5.1% | -6.5% |
| 3M | +6.5% | -6.8% | +13.3% | +10.2% |
| 6M | +7.9% | +18.6% | -10.7% | -2.5% |
| YTD | +26.6% | +2.7% | +23.9% | +21.2% |
| 1Y | +13.8% | +1.8% | +12.0% | +9.3% |
| 3Y | +9.2% | +1.1% | +8.1% | 0.0% |
| All | -14.9% | +3.6% | -18.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling