+39.6%
CNH vs GPC
+124.0%
-84.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -3.7% |
| 7D | +6.4% | -1.3% | +7.7% | +7.3% |
| 30D | -1.6% | -6.0% | +4.4% | +1.7% |
| 3M | +11.6% | -7.6% | +19.2% | +16.6% |
| 6M | +12.5% | +24.2% | -11.7% | -2.1% |
| YTD | +31.1% | +2.7% | +28.4% | +25.7% |
| 1Y | +17.0% | +0.2% | +16.8% | +13.8% |
| 3Y | +28.7% | -0.8% | +29.5% | +21.0% |
| 5Y | -17.4% | +4.4% | -21.8% | -26.1% |
| 10Y | +105.0% | +74.5% | +30.5% | +34.3% |
| All | +39.6% | +124.0% | -84.4% | -21.9% |
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