+6.4%
CNH vs GTLB
-50.0%
+56.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.4% | -0.2% | -5.1% |
| 7D | +8.8% | +4.6% | +4.2% | +8.4% |
| 30D | +24.7% | +21.0% | +3.7% | +22.5% |
| 3M | +27.3% | +51.7% | -24.4% | +22.3% |
| 6M | +23.2% | +89.3% | -66.1% | +15.0% |
| YTD | +48.9% | +25.6% | +23.3% | +44.6% |
| 1Y | +19.4% | -1.5% | +20.9% | +18.6% |
| 3Y | +7.8% | -9.9% | +17.7% | +5.1% |
| All | +6.4% | -50.0% | +56.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling