+68.0%
CNH vs GPC
+151.8%
-83.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.4% |
| 7D | +23.3% | +1.2% | +22.1% | +22.5% |
| 30D | +33.5% | +6.0% | +27.5% | +29.0% |
| 3M | +32.7% | +42.6% | -9.9% | +6.8% |
| 6M | +22.2% | +22.8% | -0.6% | +7.3% |
| YTD | +57.7% | +15.5% | +42.2% | +41.5% |
| 1Y | +28.0% | +2.0% | +25.9% | +23.4% |
| 3Y | +11.5% | -1.4% | +13.0% | +5.1% |
| 5Y | +11.9% | +30.6% | -18.7% | -12.5% |
| 10Y | +162.8% | +80.6% | +82.2% | +68.7% |
| All | +68.0% | +151.8% | -83.8% | -12.1% |
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