+13.1%
CNH vs GPC
+30.9%
-17.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +23.3% | +1.2% | +22.1% | +22.6% |
| 30D | +33.5% | +6.0% | +27.5% | +29.5% |
| 3M | +32.7% | +42.6% | -9.9% | +9.3% |
| 6M | +22.2% | +22.8% | -0.6% | +8.7% |
| YTD | +57.7% | +15.5% | +42.2% | +42.5% |
| 1Y | +28.0% | +2.0% | +25.9% | +23.5% |
| 3Y | +11.5% | -1.4% | +13.0% | +5.3% |
| All | +13.1% | +30.9% | -17.8% | -19.2% |
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