+5.6%
CNH vs GTLB
-49.8%
+55.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.1% |
| 30D | +27.0% | +12.3% | +14.7% | +25.6% |
| 3M | +32.6% | +65.9% | -33.3% | +26.4% |
| 6M | +23.6% | +104.0% | -80.4% | +14.5% |
| YTD | +47.8% | +26.0% | +21.8% | +43.5% |
| 1Y | +21.3% | -3.5% | +24.8% | +20.7% |
| 3Y | +7.0% | -9.6% | +16.6% | +4.3% |
| All | +5.6% | -49.8% | +55.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling