+34.8%
CNH vs GPC
+123.9%
-89.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.6% |
| 30D | -7.2% | -2.1% | -5.1% | -6.4% |
| 3M | +6.5% | -6.8% | +13.3% | +10.6% |
| 6M | +7.9% | +18.6% | -10.7% | -3.7% |
| YTD | +26.6% | +2.7% | +23.9% | +21.2% |
| 1Y | +13.8% | +1.8% | +12.0% | +9.4% |
| 3Y | +9.2% | +1.1% | +8.1% | +1.2% |
| 5Y | -15.6% | +4.1% | -19.7% | -24.4% |
| 10Y | +119.2% | +88.2% | +31.0% | +37.2% |
| All | +34.8% | +123.9% | -89.1% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling